-11.8%
MKTX vs PFG
+49.5%
-61.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | +0.7% | +2.9% | -2.2% | +0.6% |
| 3M | +40.8% | +6.7% | +34.1% | +40.7% |
| 6M | -8.0% | +33.8% | -41.8% | -5.9% |
| YTD | -8.7% | +35.0% | -43.7% | -7.0% |
| 1Y | -11.8% | +46.4% | -58.3% | -8.3% |
| All | -11.8% | +49.5% | -61.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling