+453.5%
PENG vs PFG
+160.6%
+292.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -3.8% | -19.2% | -20.7% |
| 7D | -36.7% | -0.7% | -36.0% | -36.2% |
| 30D | -42.0% | +2.8% | -44.9% | -43.0% |
| 3M | -33.2% | -1.0% | -32.2% | -33.1% |
| 6M | +2.1% | +13.6% | -11.5% | -7.5% |
| YTD | +90.3% | +31.1% | +59.2% | +58.0% |
| 1Y | +67.7% | +43.8% | +23.9% | +31.1% |
| 3Y | +154.2% | +75.0% | +79.2% | +74.8% |
| 5Y | +28.3% | +95.2% | -66.9% | -17.9% |
| All | +453.5% | +160.6% | +292.9% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling