+82.7%
O vs PFG
+195.4%
-112.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +3.5% | +3.0% | +0.6% | +2.4% |
| 30D | +10.4% | +8.2% | +2.3% | +7.2% |
| 3M | -2.4% | +2.7% | -5.1% | -3.7% |
| 6M | -1.2% | +17.2% | -18.4% | -7.3% |
| YTD | +10.4% | +34.8% | -24.3% | -2.2% |
| 1Y | +11.4% | +43.6% | -32.1% | -3.7% |
| 3Y | +40.4% | +85.4% | -45.0% | +7.1% |
| 5Y | +12.1% | +102.2% | -90.0% | -19.9% |
| 10Y | +82.7% | +190.2% | -107.5% | -6.2% |
| All | +82.7% | +195.4% | -112.7% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling