+800.7%
MSCI vs PFG
+195.4%
+605.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | +2.7% | +3.0% | -0.3% | +1.4% |
| 30D | +16.2% | +8.2% | +8.1% | +12.4% |
| 3M | +17.1% | +2.7% | +14.4% | +15.6% |
| 6M | +13.0% | +17.2% | -4.2% | +5.5% |
| YTD | +15.8% | +34.8% | -19.0% | +1.7% |
| 1Y | +15.5% | +43.6% | -28.1% | -1.3% |
| 3Y | +32.3% | +85.4% | -53.1% | +0.1% |
| 5Y | +8.2% | +102.2% | -94.0% | -21.1% |
| 10Y | +800.7% | +190.2% | +610.5% | +403.1% |
| All | +800.7% | +195.4% | +605.3% | +403.1% |
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