+1,590.9%
O vs PFG
+1,015.3%
+575.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.2% |
| 7D | -0.7% | +5.5% | -6.3% | -2.8% |
| 30D | -1.9% | +2.4% | -4.2% | -2.9% |
| 3M | +3.8% | +13.6% | -9.7% | -1.1% |
| 6M | -4.7% | +27.9% | -32.6% | -13.3% |
| YTD | +12.5% | +35.6% | -23.1% | -0.1% |
| 1Y | +10.8% | +48.5% | -37.6% | -5.1% |
| 3Y | +28.8% | +66.9% | -38.1% | +3.6% |
| 5Y | +13.2% | +111.0% | -97.8% | -18.6% |
| 10Y | +53.5% | +244.5% | -191.0% | -14.4% |
| All | +1,590.9% | +1,015.3% | +575.6% | +403.7% |
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 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