+2,233.6%
PBR vs PFG
+999.6%
+1,234.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.2% |
| 7D | +2.5% | +6.0% | -3.5% | -0.6% |
| 30D | +19.4% | +2.2% | +17.2% | +17.7% |
| 3M | +20.8% | +10.4% | +10.4% | +14.5% |
| 6M | +23.5% | +27.8% | -4.3% | +8.6% |
| YTD | +83.4% | +33.6% | +49.8% | +57.2% |
| 1Y | +77.6% | +49.3% | +28.3% | +43.5% |
| 3Y | +99.9% | +69.7% | +30.1% | +48.3% |
| 5Y | +567.7% | +111.3% | +456.4% | +331.9% |
| 10Y | +621.5% | +240.3% | +381.2% | +270.0% |
| All | +2,233.6% | +999.6% | +1,234.0% | +600.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling