+1,288.0%
NI vs PFG
+985.4%
+302.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +4.3% | +2.4% | +1.9% | +3.8% |
| 30D | +12.4% | +5.9% | +6.5% | +10.9% |
| 3M | +10.2% | -0.4% | +10.6% | +10.1% |
| 6M | -0.8% | +14.8% | -15.6% | -4.0% |
| YTD | +13.2% | +31.9% | -18.7% | +6.0% |
| 1Y | +10.1% | +38.8% | -28.7% | +1.8% |
| 3Y | +103.1% | +82.4% | +20.7% | +75.2% |
| 5Y | +115.5% | +94.7% | +20.8% | +81.1% |
| 10Y | +195.5% | +187.0% | +8.5% | +116.2% |
| All | +1,288.0% | +985.4% | +302.7% | +529.4% |
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