+33.5%
PEG vs PFG
+71.3%
-37.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +1.0% | +6.0% | -5.0% | -0.4% |
| 30D | -1.9% | +2.2% | -4.1% | -2.5% |
| 3M | -3.7% | +10.4% | -14.0% | -6.1% |
| 6M | -9.4% | +27.8% | -37.2% | -15.0% |
| YTD | -6.0% | +33.6% | -39.6% | -13.1% |
| 1Y | -4.4% | +49.3% | -53.7% | -14.6% |
| 3Y | +33.5% | +69.7% | -36.2% | +11.1% |
| All | +33.5% | +71.3% | -37.8% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling