-2.7%
MSCI vs PFG
+48.9%
-51.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.0% |
| 7D | -2.1% | +6.0% | -8.1% | -5.3% |
| 30D | -1.7% | +2.2% | -4.0% | -3.0% |
| 3M | -8.2% | +10.4% | -18.6% | -13.0% |
| 6M | -2.4% | +27.8% | -30.2% | -14.6% |
| YTD | -2.8% | +33.6% | -36.5% | -16.9% |
| 1Y | -2.7% | +49.3% | -52.0% | -23.8% |
| All | -2.7% | +48.9% | -51.6% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling