+13.7%
O vs PFG
+110.7%
-97.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.6% | +6.0% | -6.5% | -2.1% |
| 30D | -2.0% | +2.2% | -4.2% | -2.6% |
| 3M | +3.0% | +10.4% | -7.4% | +0.2% |
| 6M | -3.6% | +27.8% | -31.4% | -9.8% |
| YTD | +12.1% | +33.6% | -21.6% | +3.3% |
| 1Y | +8.9% | +49.3% | -40.4% | -2.8% |
| 3Y | +30.3% | +69.7% | -39.4% | +9.9% |
| 5Y | +13.7% | +111.3% | -97.6% | -10.7% |
| All | +13.7% | +110.7% | -97.0% | -10.7% |
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 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