+32.9%
PFE vs PFG
+239.4%
-206.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.7% | +6.0% | -8.7% | -4.2% |
| 30D | +3.8% | +2.2% | +1.6% | +3.2% |
| 3M | +10.4% | +10.4% | 0.0% | +7.5% |
| 6M | +6.3% | +27.8% | -21.5% | -0.4% |
| YTD | +17.4% | +33.6% | -16.3% | +8.6% |
| 1Y | +21.1% | +49.3% | -28.2% | +8.9% |
| 3Y | -1.6% | +69.7% | -71.3% | -15.2% |
| 5Y | -22.2% | +111.3% | -133.5% | -37.8% |
| 10Y | +32.9% | +240.3% | -207.4% | -19.4% |
| All | +32.9% | +239.4% | -206.6% | -19.4% |
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