+112.5%
NET vs PFG
+110.8%
+1.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.8% |
| 7D | -7.0% | +5.5% | -12.5% | -10.9% |
| 30D | -4.8% | +2.4% | -7.2% | -6.6% |
| 3M | +3.8% | +13.6% | -9.8% | -6.9% |
| 6M | +50.0% | +27.9% | +22.2% | +21.7% |
| YTD | +41.5% | +35.6% | +5.9% | +8.3% |
| 1Y | +32.8% | +48.5% | -15.6% | -6.3% |
| 3Y | +335.9% | +66.9% | +269.0% | +168.6% |
| All | +112.5% | +110.8% | +1.6% | +7.3% |
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 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