+485.4%
P vs PFG
+257.5%
+227.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.2% |
| 7D | +6.5% | +5.5% | +1.0% | +3.6% |
| 30D | +18.8% | +2.4% | +16.5% | +17.3% |
| 3M | +26.7% | +13.6% | +13.2% | +17.7% |
| 6M | +62.2% | +27.9% | +34.3% | +41.2% |
| YTD | +48.5% | +35.6% | +12.9% | +24.9% |
| 1Y | +26.4% | +48.5% | -22.1% | +0.3% |
| 3Y | +159.4% | +66.9% | +92.5% | +91.2% |
| 5Y | +275.8% | +111.0% | +164.8% | +141.7% |
| 10Y | +732.0% | +244.5% | +487.5% | +281.5% |
| All | +485.4% | +257.5% | +227.9% | +131.3% |
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