+34.1%
MSCI vs PFG
+72.1%
-38.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.5% |
| 7D | +2.8% | -0.6% | +3.5% | +3.2% |
| 30D | +15.4% | +2.0% | +13.4% | +14.4% |
| 3M | +13.4% | -3.2% | +16.6% | +15.0% |
| 6M | +10.9% | +10.9% | 0.0% | +5.7% |
| YTD | +13.0% | +28.8% | -15.9% | +0.6% |
| 1Y | +12.0% | +39.2% | -27.1% | -3.7% |
| 3Y | +34.1% | +75.0% | -40.9% | +1.5% |
| All | +34.1% | +72.1% | -38.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling