+10.0%
MSCI vs PFG
+67.7%
-57.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.4% |
| 7D | +0.4% | +5.5% | -5.1% | -2.2% |
| 30D | +0.6% | +2.4% | -1.8% | -0.6% |
| 3M | -7.1% | +13.6% | -20.7% | -12.4% |
| 6M | +0.8% | +27.9% | -27.1% | -10.1% |
| YTD | +1.0% | +35.6% | -34.6% | -12.3% |
| 1Y | +4.3% | +48.5% | -44.1% | -13.3% |
| All | +10.0% | +67.7% | -57.7% | -18.2% |
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 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