-8.3%
PEG vs PFG
+49.2%
-57.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.9% | -3.0% | +2.1% | -0.7% |
| 30D | -2.8% | +2.5% | -5.2% | -2.9% |
| 3M | -6.9% | +6.1% | -13.0% | -7.3% |
| 6M | -11.4% | +31.3% | -42.7% | -12.5% |
| YTD | -7.4% | +33.6% | -40.9% | -9.3% |
| 1Y | -8.3% | +48.5% | -56.8% | -11.2% |
| All | -8.3% | +49.2% | -57.5% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling