+167.5%
PEG vs PFG
+184.0%
-16.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +4.5% | +2.4% | +2.1% | +3.8% |
| 30D | +7.5% | +5.9% | +1.7% | +5.8% |
| 3M | +0.8% | -0.4% | +1.3% | +0.7% |
| 6M | 0.0% | +14.8% | -14.8% | -4.1% |
| YTD | -3.0% | +31.9% | -35.0% | -10.9% |
| 1Y | -4.7% | +38.8% | -43.6% | -13.8% |
| 3Y | +36.5% | +82.4% | -45.9% | +12.7% |
| 5Y | +44.4% | +94.7% | -50.3% | +15.4% |
| All | +167.5% | +184.0% | -16.5% | +72.6% |
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 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