+140.4%
PENG vs PFG
+75.1%
+65.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.8% | -19.2% | -20.8% |
| 7D | -36.7% | -0.7% | -36.0% | -36.1% |
| 30D | -42.0% | +2.8% | -44.9% | -42.8% |
| 3M | -33.2% | -1.0% | -32.2% | -32.9% |
| 6M | +2.1% | +13.6% | -11.5% | -8.5% |
| YTD | +90.3% | +31.1% | +59.2% | +53.8% |
| 1Y | +67.7% | +43.8% | +23.9% | +26.4% |
| All | +140.4% | +75.1% | +65.4% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling