+107.8%
PENG vs PFG
+110.8%
-3.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +8.0% | +7.5% |
| 7D | +4.5% | +5.5% | -1.0% | +0.6% |
| 30D | -7.1% | +2.4% | -9.5% | -8.8% |
| 3M | -27.3% | +13.6% | -40.8% | -34.6% |
| 6M | +169.6% | +27.9% | +141.7% | +123.0% |
| YTD | +164.6% | +35.6% | +129.1% | +110.0% |
| 1Y | +109.5% | +48.5% | +61.0% | +55.5% |
| 3Y | +98.9% | +66.9% | +32.1% | +33.6% |
| All | +107.8% | +110.8% | -3.0% | +19.3% |
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