+482.5%
PEP vs PFG
+978.4%
-495.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.8% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +13.5% | +2.8% | +10.7% | +13.0% |
| 3M | +3.9% | -1.0% | +5.0% | +4.0% |
| 6M | -6.0% | +13.6% | -19.6% | -8.0% |
| YTD | +2.5% | +31.1% | -28.6% | -2.1% |
| 1Y | +3.9% | +43.8% | -39.9% | -2.2% |
| 3Y | -4.7% | +75.0% | -79.7% | -13.7% |
| 5Y | +1.1% | +95.2% | -94.1% | -11.1% |
| 10Y | +83.8% | +207.5% | -123.7% | +44.5% |
| All | +482.5% | +978.4% | -495.9% | +223.6% |
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