-59.7%
MKTX vs PFG
+110.9%
-170.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | +0.7% | +2.9% | -2.2% | +0.1% |
| 3M | +40.8% | +6.7% | +34.1% | +38.9% |
| 6M | -8.0% | +33.8% | -41.8% | -13.4% |
| YTD | -8.7% | +35.0% | -43.7% | -14.5% |
| 1Y | -11.8% | +46.4% | -58.2% | -19.1% |
| 3Y | -24.0% | +71.6% | -95.7% | -35.1% |
| All | -59.7% | +110.9% | -170.7% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling