+178.3%
PAAS vs PFG
+191.2%
-12.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.8% |
| 7D | +8.4% | -0.6% | +9.0% | +8.6% |
| 30D | -7.2% | +2.0% | -9.2% | -7.5% |
| 3M | -14.0% | -3.2% | -10.9% | -13.6% |
| 6M | -26.8% | +10.9% | -37.7% | -28.4% |
| YTD | -19.8% | +28.8% | -48.6% | -23.8% |
| 1Y | +22.8% | +39.2% | -16.3% | +15.1% |
| 3Y | +183.6% | +75.0% | +108.6% | +154.3% |
| 5Y | +73.8% | +91.9% | -18.1% | +53.7% |
| All | +178.3% | +191.2% | -12.9% | +122.8% |
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