+655.3%
P vs PFG
+189.4%
+466.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.6% | +5.0% |
| 7D | -4.7% | -2.2% | -2.5% | -3.3% |
| 30D | -31.4% | +6.4% | -37.8% | -33.6% |
| 3M | -2.6% | +2.2% | -4.9% | -3.9% |
| 6M | +21.9% | +16.3% | +5.7% | +11.5% |
| YTD | +58.9% | +33.2% | +25.7% | +34.3% |
| 1Y | +21.7% | +40.6% | -18.9% | -0.8% |
| 3Y | +193.3% | +83.3% | +110.0% | +104.2% |
| 5Y | +275.1% | +97.7% | +177.4% | +147.1% |
| 10Y | +655.3% | +189.9% | +465.5% | +283.8% |
| All | +655.3% | +189.4% | +466.0% | +283.8% |
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