+143.7%
PEG vs PFG
+247.4%
-103.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -0.9% | -3.0% | +2.1% | -0.1% |
| 30D | -2.8% | +2.5% | -5.2% | -3.5% |
| 3M | -6.9% | +6.1% | -13.0% | -8.6% |
| 6M | -11.4% | +31.3% | -42.7% | -18.1% |
| YTD | -7.4% | +33.6% | -40.9% | -15.0% |
| 1Y | -8.3% | +48.5% | -56.8% | -18.5% |
| 3Y | +31.5% | +69.6% | -38.1% | +11.2% |
| 5Y | +38.0% | +111.5% | -73.5% | +8.0% |
| All | +143.7% | +247.4% | -103.7% | +51.8% |
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