+68.9%
NI vs PFG
+67.4%
+1.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | +1.3% | +3.2% | -1.9% | +0.4% |
| 30D | -0.3% | +0.9% | -1.2% | -0.6% |
| 3M | -9.5% | +7.7% | -17.2% | -11.3% |
| 6M | -10.2% | +29.0% | -39.2% | -16.0% |
| YTD | +1.8% | +32.5% | -30.7% | -5.7% |
| 1Y | +5.7% | +47.3% | -41.6% | -5.2% |
| All | +68.9% | +67.4% | +1.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling