+4.6%
MKTX vs PFG
+251.1%
-246.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | +0.7% | +2.9% | -2.2% | +0.1% |
| 3M | +40.8% | +6.7% | +34.1% | +39.0% |
| 6M | -8.0% | +33.8% | -41.8% | -13.2% |
| YTD | -8.7% | +35.0% | -43.7% | -14.2% |
| 1Y | -11.8% | +46.4% | -58.3% | -18.6% |
| 3Y | -24.0% | +71.7% | -95.7% | -33.2% |
| 5Y | -60.3% | +113.7% | -174.0% | -66.8% |
| All | +4.6% | +251.1% | -246.5% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling