+2,417.1%
MSCI vs PFG
+213.7%
+2,203.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.2% |
| 7D | +0.4% | +5.5% | -5.1% | -1.5% |
| 30D | +0.6% | +2.4% | -1.8% | -0.3% |
| 3M | -7.1% | +13.6% | -20.7% | -11.1% |
| 6M | +0.8% | +27.9% | -27.1% | -7.4% |
| YTD | +1.0% | +35.6% | -34.6% | -9.1% |
| 1Y | +4.3% | +48.5% | -44.1% | -9.1% |
| 3Y | +9.9% | +66.9% | -56.9% | -8.8% |
| 5Y | -6.8% | +111.0% | -117.7% | -28.7% |
| 10Y | +614.7% | +244.5% | +370.2% | +333.5% |
| All | +2,417.1% | +213.7% | +2,203.4% | +1,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling