+21.1%
PFE vs PFG
+48.9%
-27.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -2.7% | +6.0% | -8.7% | -4.1% |
| 30D | +3.8% | +2.2% | +1.6% | +3.3% |
| 3M | +10.4% | +10.4% | 0.0% | +7.2% |
| 6M | +6.3% | +27.8% | -21.5% | -1.3% |
| YTD | +17.4% | +33.6% | -16.3% | +6.8% |
| 1Y | +21.1% | +49.3% | -28.2% | +7.5% |
| All | +21.1% | +48.9% | -27.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling