+43.6%
PENG vs PFG
+91.4%
-47.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.1% | +13.5% |
| 7D | -19.4% | -0.6% | -18.8% | -19.0% |
| 30D | -42.4% | +2.0% | -44.4% | -43.1% |
| 3M | -25.6% | -3.2% | -22.5% | -24.5% |
| 6M | +7.3% | +10.9% | -3.6% | -2.7% |
| YTD | +113.9% | +28.8% | +85.0% | +74.3% |
| 1Y | +93.6% | +39.2% | +54.4% | +49.0% |
| 3Y | +170.2% | +75.0% | +95.2% | +73.3% |
| All | +43.6% | +91.4% | -47.8% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling