+76.6%
PEP vs PFG
+239.4%
-162.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +0.1% | +6.0% | -5.9% | -1.2% |
| 30D | +0.7% | +2.2% | -1.6% | +0.1% |
| 3M | -0.5% | +10.4% | -10.9% | -2.7% |
| 6M | -11.3% | +27.8% | -39.1% | -15.9% |
| YTD | -0.6% | +33.6% | -34.2% | -6.8% |
| 1Y | +1.7% | +49.3% | -47.6% | -7.1% |
| 3Y | -12.5% | +69.7% | -82.2% | -23.2% |
| 5Y | +3.9% | +111.3% | -107.5% | -14.9% |
| 10Y | +76.6% | +240.3% | -163.7% | +18.3% |
| All | +76.6% | +239.4% | -162.9% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling