+604.2%
PENG vs PFG
+162.3%
+441.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.8% |
| 7D | +13.2% | +2.4% | +10.8% | +11.6% |
| 30D | -29.9% | +5.9% | -35.8% | -32.3% |
| 3M | -22.2% | -0.4% | -21.8% | -22.4% |
| 6M | -1.9% | +14.8% | -16.7% | -11.9% |
| YTD | +142.1% | +31.9% | +110.2% | +100.0% |
| 1Y | +151.5% | +38.8% | +112.7% | +101.0% |
| 3Y | +206.9% | +82.4% | +124.5% | +105.7% |
| 5Y | +58.2% | +94.7% | -36.5% | +1.3% |
| All | +604.2% | +162.3% | +441.9% | +297.8% |
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