+35.6%
PEG vs PFG
+109.8%
-74.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -0.1% | +3.2% | -3.3% | -1.0% |
| 30D | -1.7% | +0.9% | -2.7% | -2.1% |
| 3M | -6.8% | +7.7% | -14.5% | -8.9% |
| 6M | -11.4% | +29.0% | -40.3% | -17.6% |
| YTD | -7.2% | +32.5% | -39.7% | -14.7% |
| 1Y | -6.1% | +47.3% | -53.4% | -16.6% |
| 3Y | +31.8% | +68.2% | -36.5% | +10.7% |
| 5Y | +35.6% | +108.5% | -72.9% | +8.5% |
| All | +35.6% | +109.8% | -74.2% | +8.5% |
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