-2.5%
PFE vs PFG
+67.7%
-70.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +1.8% | +5.5% | -3.8% | +0.1% |
| 30D | +10.2% | +2.4% | +7.9% | +9.4% |
| 3M | +12.7% | +13.6% | -0.9% | +8.4% |
| 6M | +10.5% | +27.9% | -17.3% | +2.6% |
| YTD | +20.2% | +35.6% | -15.4% | +9.4% |
| 1Y | +24.1% | +48.5% | -24.4% | +9.9% |
| All | -2.5% | +67.7% | -70.1% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling