+72.9%
PBR vs PFG
+46.8%
+26.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.0% |
| 7D | -11.0% | +4.9% | -15.9% | -9.9% |
| 30D | -18.8% | +5.7% | -24.4% | -17.6% |
| 3M | +7.8% | +2.6% | +5.3% | +9.5% |
| 6M | -7.6% | +19.8% | -27.4% | -4.3% |
| YTD | +72.7% | +36.3% | +36.4% | +78.7% |
| 1Y | +72.9% | +47.9% | +25.1% | +79.2% |
| All | +72.9% | +46.8% | +26.1% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling