+2,327.9%
NDAQ vs PFG
+655.8%
+1,672.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.2% |
| 7D | -2.4% | +5.5% | -8.0% | -4.6% |
| 30D | +2.5% | +2.4% | +0.1% | +1.4% |
| 3M | +9.9% | +13.6% | -3.7% | +4.2% |
| 6M | +9.4% | +27.9% | -18.5% | -1.2% |
| YTD | +0.4% | +35.6% | -35.1% | -11.5% |
| 1Y | +4.0% | +48.5% | -44.4% | -11.9% |
| 3Y | +94.4% | +66.9% | +27.5% | +55.3% |
| 5Y | +56.7% | +111.0% | -54.2% | +11.5% |
| 10Y | +375.3% | +244.5% | +130.8% | +150.4% |
| All | +2,327.9% | +655.8% | +1,672.1% | +708.3% |
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