+284.7%
P vs PFG
+92.7%
+192.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | +11.6% | +2.4% | +9.2% | +10.2% |
| 30D | -23.7% | +5.9% | -29.5% | -25.9% |
| 3M | -8.0% | -0.4% | -7.5% | -7.9% |
| 6M | +27.9% | +14.8% | +13.1% | +17.5% |
| YTD | +61.2% | +31.9% | +29.2% | +36.2% |
| 1Y | +28.6% | +38.8% | -10.2% | +4.8% |
| 3Y | +200.5% | +82.4% | +118.1% | +103.9% |
| All | +284.7% | +92.7% | +192.0% | +151.9% |
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