+715.0%
P vs PFG
+239.4%
+475.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.4% |
| 7D | +7.8% | +6.0% | +1.9% | +4.5% |
| 30D | +12.3% | +2.2% | +10.1% | +11.0% |
| 3M | +37.1% | +10.4% | +26.7% | +29.2% |
| 6M | +66.1% | +27.8% | +38.3% | +44.2% |
| YTD | +50.9% | +33.6% | +17.3% | +27.4% |
| 1Y | +27.2% | +49.3% | -22.1% | +0.1% |
| 3Y | +158.7% | +69.7% | +88.9% | +87.6% |
| 5Y | +291.1% | +111.3% | +179.8% | +148.3% |
| 10Y | +715.0% | +240.3% | +474.7% | +266.1% |
| All | +715.0% | +239.4% | +475.5% | +266.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling