+1,449.6%
NET vs PFG
+162.6%
+1,287.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -7.0% | +5.5% | -12.5% | -8.8% |
| 30D | -4.8% | +2.4% | -7.2% | -5.6% |
| 3M | +3.8% | +13.6% | -9.8% | -1.0% |
| 6M | +50.0% | +27.9% | +22.2% | +36.9% |
| YTD | +41.5% | +35.6% | +5.9% | +26.0% |
| 1Y | +32.8% | +48.5% | -15.6% | +14.4% |
| 3Y | +335.9% | +66.9% | +269.0% | +261.2% |
| 5Y | +113.8% | +111.0% | +2.9% | +72.5% |
| All | +1,449.6% | +162.6% | +1,287.0% | +1,224.4% |
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