+522.0%
PENG vs PFG
+156.2%
+365.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.1% | +13.4% |
| 7D | -19.4% | -0.6% | -18.8% | -19.1% |
| 30D | -42.4% | +2.0% | -44.4% | -43.1% |
| 3M | -25.6% | -3.2% | -22.5% | -24.6% |
| 6M | +7.3% | +10.9% | -3.6% | -1.5% |
| YTD | +113.9% | +28.8% | +85.0% | +79.2% |
| 1Y | +93.6% | +39.2% | +54.4% | +54.4% |
| 3Y | +170.2% | +75.0% | +95.2% | +85.6% |
| 5Y | +44.2% | +91.9% | -47.7% | -6.9% |
| All | +522.0% | +156.2% | +365.8% | +256.4% |
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