+558.1%
PBR vs PFG
+107.2%
+450.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.8% |
| 30D | +17.5% | +0.9% | +16.6% | +16.9% |
| 3M | +20.9% | +7.7% | +13.2% | +17.6% |
| 6M | +20.2% | +29.0% | -8.7% | +9.6% |
| YTD | +84.3% | +32.5% | +51.8% | +65.7% |
| 1Y | +77.1% | +47.3% | +29.8% | +52.5% |
| 3Y | +100.8% | +68.2% | +32.6% | +60.4% |
| All | +558.1% | +107.2% | +450.9% | +339.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling