+488.5%
NDAQ vs PFG
+184.0%
+304.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.3% | +2.4% | -1.1% | +0.3% |
| 30D | +18.0% | +5.9% | +12.1% | +15.4% |
| 3M | +11.5% | -0.4% | +12.0% | +11.5% |
| 6M | +21.1% | +14.8% | +6.2% | +14.6% |
| YTD | +12.8% | +31.9% | -19.1% | +1.2% |
| 1Y | +25.7% | +38.8% | -13.1% | +10.6% |
| 3Y | +116.8% | +82.4% | +34.4% | +70.7% |
| 5Y | +67.3% | +94.7% | -27.4% | +26.7% |
| All | +488.5% | +184.0% | +304.5% | +244.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling