+2,658.0%
NDAQ vs PFG
+642.9%
+2,015.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | 0.0% | -2.2% | +2.2% | +0.9% |
| 30D | +16.3% | +6.4% | +10.0% | +13.4% |
| 3M | +15.8% | +2.2% | +13.6% | +14.5% |
| 6M | +24.8% | +16.3% | +8.6% | +17.1% |
| YTD | +14.1% | +33.2% | -19.2% | +1.1% |
| 1Y | +26.5% | +40.6% | -14.1% | +9.7% |
| 3Y | +119.1% | +83.3% | +35.8% | +68.5% |
| 5Y | +70.9% | +97.7% | -26.8% | +24.9% |
| 10Y | +479.7% | +189.9% | +289.8% | +228.1% |
| All | +2,658.0% | +642.9% | +2,015.0% | +823.5% |
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