-24.0%
MKTX vs PFG
+68.8%
-92.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.1% |
| 30D | +0.8% | +2.5% | -1.7% | +0.6% |
| 3M | +41.1% | +6.1% | +35.1% | +40.5% |
| 6M | -9.5% | +31.3% | -40.8% | -11.1% |
| YTD | -8.7% | +33.6% | -42.2% | -10.6% |
| 1Y | -10.0% | +48.5% | -58.5% | -12.7% |
| All | -24.0% | +68.8% | -92.8% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling