+48.5%
PFE vs PFG
+182.5%
-134.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +3.1% | +5.0% | -1.8% | +1.8% |
| 3M | +11.2% | +0.1% | +11.1% | +10.9% |
| 6M | +15.0% | +13.8% | +1.3% | +11.1% |
| YTD | +23.5% | +31.2% | -7.7% | +14.9% |
| 1Y | +18.9% | +37.1% | -18.2% | +9.4% |
| 3Y | +18.7% | +80.6% | -61.9% | +1.1% |
| 5Y | -24.0% | +93.7% | -117.7% | -37.7% |
| All | +48.5% | +182.5% | -134.0% | +10.4% |
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