+103.3%
PENG vs PFG
+43.7%
+59.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.0% | +5.2% | +8.3% |
| 7D | -3.8% | +2.3% | -6.1% | -3.5% |
| 30D | -40.1% | +7.6% | -47.7% | -40.2% |
| 3M | -21.8% | +2.5% | -24.3% | -21.7% |
| 6M | +3.3% | +16.6% | -13.3% | -5.9% |
| YTD | +133.6% | +34.1% | +99.6% | +92.1% |
| All | +103.3% | +43.7% | +59.6% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling