+141.3%
PENG vs PFG
+38.8%
+102.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +34.6% | +0.1% | +34.5% | +34.3% |
| 30D | -35.9% | +5.0% | -40.9% | -35.9% |
| 3M | -14.7% | +0.1% | -14.7% | -14.2% |
| 6M | +13.5% | +13.8% | -0.3% | +3.7% |
| YTD | +156.1% | +31.2% | +124.9% | +109.1% |
| 1Y | +141.3% | +37.1% | +104.3% | +95.5% |
| All | +141.3% | +38.8% | +102.5% | +95.5% |
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 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