+579.6%
PENG vs PFG
+166.5%
+413.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.2% | +6.8% |
| 7D | -3.8% | +2.3% | -6.1% | -4.8% |
| 30D | -40.1% | +7.6% | -47.7% | -42.6% |
| 3M | -21.8% | +2.5% | -24.3% | -23.3% |
| 6M | +3.3% | +16.6% | -13.3% | -7.9% |
| YTD | +133.6% | +34.1% | +99.6% | +91.4% |
| 1Y | +110.7% | +44.1% | +66.6% | +64.8% |
| 3Y | +204.3% | +86.3% | +118.0% | +101.6% |
| 5Y | +54.4% | +101.6% | -47.2% | -3.1% |
| All | +579.6% | +166.5% | +413.0% | +280.6% |
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