+1.7%
PEP vs PFG
+48.9%
-47.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +0.1% | +6.0% | -5.9% | -0.1% |
| 30D | +0.7% | +2.2% | -1.6% | +0.6% |
| 3M | -0.5% | +10.4% | -10.9% | -0.6% |
| 6M | -11.3% | +27.8% | -39.1% | -10.7% |
| YTD | -0.6% | +33.6% | -34.2% | +0.5% |
| 1Y | +1.7% | +49.3% | -47.6% | +3.1% |
| All | +1.7% | +48.9% | -47.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling