+575.8%
PBR vs PFG
+184.0%
+391.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -1.0% | +2.4% | -3.4% | -2.5% |
| 30D | -29.3% | +5.9% | -35.2% | -32.1% |
| 3M | +5.5% | -0.4% | +6.0% | +4.4% |
| 6M | -2.9% | +14.8% | -17.7% | -12.3% |
| YTD | +61.5% | +31.9% | +29.6% | +32.3% |
| 1Y | +46.9% | +38.8% | +8.0% | +16.1% |
| 3Y | +66.4% | +82.4% | -16.0% | +5.5% |
| 5Y | +460.3% | +94.7% | +365.6% | +217.3% |
| All | +575.8% | +184.0% | +391.8% | +164.1% |
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