+183.2%
M vs PFG
+1,015.3%
-832.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | +4.7% | +5.5% | -0.8% | +1.7% |
| 30D | -9.6% | +2.4% | -12.0% | -10.9% |
| 3M | +0.9% | +13.6% | -12.7% | -6.0% |
| 6M | +22.3% | +27.9% | -5.6% | +7.2% |
| YTD | +6.5% | +35.6% | -29.0% | -9.5% |
| 1Y | +38.8% | +48.5% | -9.7% | +12.5% |
| 3Y | +115.9% | +66.9% | +49.0% | +65.3% |
| 5Y | +28.6% | +111.0% | -82.3% | -11.3% |
| 10Y | -2.5% | +244.5% | -247.0% | -45.1% |
| All | +183.2% | +1,015.3% | -832.1% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling