+12.0%
MSCI vs PFG
+40.5%
-28.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | +2.8% | -0.6% | +3.5% | +3.3% |
| 30D | +15.4% | +2.0% | +13.4% | +14.4% |
| 3M | +13.4% | -3.2% | +16.6% | +15.1% |
| 6M | +10.9% | +10.9% | 0.0% | +5.8% |
| YTD | +13.0% | +28.8% | -15.9% | +2.5% |
| 1Y | +12.0% | +39.2% | -27.1% | -0.2% |
| All | +12.0% | +40.5% | -28.5% | -0.2% |
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