+95.8%
NI vs PFG
+109.8%
-14.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 6M | -10.2% | +29.0% | -39.2% | -16.3% |
| YTD | +1.8% | +32.5% | -30.7% | -6.0% |
| 1Y | +5.7% | +47.3% | -41.6% | -5.4% |
| 3Y | +69.6% | +68.2% | +1.4% | +44.1% |
| 5Y | +95.8% | +108.5% | -12.7% | +59.0% |
| All | +95.8% | +109.8% | -14.0% | +59.0% |
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