+461.7%
PEP vs PFG
+1,015.3%
-553.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | -1.4% | +5.5% | -6.9% | -2.3% |
| 30D | +0.2% | +2.4% | -2.1% | -0.2% |
| 3M | -1.1% | +13.6% | -14.7% | -3.1% |
| 6M | -13.5% | +27.9% | -41.4% | -16.9% |
| YTD | -1.2% | +35.6% | -36.7% | -6.1% |
| 1Y | -1.6% | +48.5% | -50.0% | -7.9% |
| 3Y | -12.5% | +66.9% | -79.4% | -20.3% |
| 5Y | +3.0% | +111.0% | -107.9% | -10.5% |
| 10Y | +73.9% | +244.5% | -170.6% | +34.5% |
| All | +461.7% | +1,015.3% | -553.6% | +210.6% |
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