+1,025.2%
MKTX vs PFG
+477.1%
+548.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.2% | -3.0% | +2.8% | +1.0% |
| 30D | +0.8% | +2.5% | -1.7% | -0.3% |
| 3M | +41.1% | +6.1% | +35.1% | +37.7% |
| 6M | -9.5% | +31.3% | -40.8% | -19.3% |
| YTD | -8.7% | +33.6% | -42.2% | -19.4% |
| 1Y | -10.0% | +48.5% | -58.5% | -24.1% |
| 3Y | -24.6% | +69.6% | -94.2% | -41.5% |
| 5Y | -60.3% | +111.5% | -171.8% | -72.7% |
| 10Y | +5.0% | +244.2% | -239.2% | -49.7% |
| All | +1,025.2% | +477.1% | +548.1% | +238.4% |
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 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