+49.6%
PFE vs PFG
+203.0%
-153.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.5% |
| 7D | -4.7% | +2.3% | -7.0% | -5.2% |
| 30D | +3.4% | +7.6% | -4.2% | +1.5% |
| 3M | +9.2% | +2.5% | +6.7% | +8.3% |
| 6M | +15.8% | +16.6% | -0.8% | +11.1% |
| YTD | +23.4% | +34.1% | -10.6% | +14.2% |
| 1Y | +25.8% | +44.1% | -18.2% | +14.3% |
| 3Y | +17.8% | +86.3% | -68.4% | -0.6% |
| 5Y | -20.2% | +101.6% | -121.8% | -35.2% |
| 10Y | +49.6% | +197.9% | -148.3% | +4.4% |
| All | +49.6% | +203.0% | -153.4% | +4.4% |
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