+605.8%
MSCI vs PFG
+239.4%
+366.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.2% |
| 7D | -2.1% | +6.0% | -8.1% | -4.5% |
| 30D | -1.7% | +2.2% | -4.0% | -2.7% |
| 3M | -8.2% | +10.4% | -18.6% | -12.0% |
| 6M | -2.4% | +27.8% | -30.2% | -12.2% |
| YTD | -2.8% | +33.6% | -36.5% | -14.2% |
| 1Y | -2.7% | +49.3% | -52.0% | -18.1% |
| 3Y | +7.3% | +69.7% | -62.4% | -15.6% |
| 5Y | -11.4% | +111.3% | -122.8% | -36.4% |
| 10Y | +605.8% | +240.3% | +365.5% | +269.4% |
| All | +605.8% | +239.4% | +366.4% | +269.4% |
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