+212.2%
PAAS vs PFG
+189.4%
+22.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -5.2% | -2.2% | -2.9% | -4.8% |
| 30D | -13.9% | +6.4% | -20.3% | -14.9% |
| 3M | -23.8% | +2.2% | -26.0% | -24.2% |
| 6M | -36.4% | +16.3% | -52.7% | -38.4% |
| YTD | -23.4% | +33.2% | -56.6% | -27.7% |
| 1Y | +5.6% | +40.6% | -35.0% | -1.3% |
| 3Y | +209.7% | +83.3% | +126.3% | +175.1% |
| 5Y | +55.6% | +97.7% | -42.2% | +36.6% |
| 10Y | +212.2% | +189.9% | +22.4% | +140.4% |
| All | +212.2% | +189.4% | +22.9% | +140.4% |
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