+1,381.0%
NET vs PFG
+164.0%
+1,217.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -4.0% |
| 7D | -16.4% | +4.9% | -21.3% | -17.8% |
| 30D | -25.8% | +5.7% | -31.5% | -27.4% |
| 3M | -11.5% | +2.6% | -14.1% | -12.6% |
| 6M | +18.9% | +19.8% | -0.9% | +10.8% |
| YTD | +35.2% | +36.3% | -1.1% | +19.8% |
| 1Y | +14.5% | +47.9% | -33.4% | -1.6% |
| 3Y | +313.8% | +82.0% | +231.8% | +232.8% |
| 5Y | +32.6% | +104.5% | -71.9% | +6.7% |
| All | +1,381.0% | +164.0% | +1,217.0% | +1,159.5% |
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