+2,715.8%
MSCI vs PFG
+198.2%
+2,517.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +2.8% | -0.6% | +3.5% | +3.1% |
| 30D | +15.4% | +2.0% | +13.4% | +14.7% |
| 3M | +13.4% | -3.2% | +16.6% | +14.6% |
| 6M | +10.9% | +10.9% | 0.0% | +7.0% |
| YTD | +13.0% | +28.8% | -15.9% | +3.4% |
| 1Y | +12.0% | +39.2% | -27.1% | -0.2% |
| 3Y | +34.1% | +75.0% | -40.9% | +9.5% |
| 5Y | +3.9% | +91.9% | -88.0% | -17.9% |
| 10Y | +802.0% | +202.3% | +599.7% | +471.3% |
| All | +2,715.8% | +198.2% | +2,517.6% | +1,447.5% |
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 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