+53.8%
NDAQ vs PFG
+110.7%
-56.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.6% | +6.0% | -8.6% | -5.1% |
| 30D | +0.5% | +2.2% | -1.7% | -0.6% |
| 3M | +9.9% | +10.4% | -0.5% | +5.2% |
| 6M | +8.2% | +27.8% | -19.6% | -3.0% |
| YTD | -1.5% | +33.6% | -35.1% | -13.3% |
| 1Y | +1.3% | +49.3% | -48.0% | -15.2% |
| 3Y | +92.6% | +69.7% | +22.8% | +50.8% |
| 5Y | +53.8% | +111.3% | -57.5% | +10.0% |
| All | +53.8% | +110.7% | -56.9% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling