+46.4%
PFG vs BG
+53.0%
-6.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | -0.4% | +3.1% | -3.6% | -0.3% |
| 30D | +2.9% | +10.2% | -7.3% | +3.2% |
| 3M | +6.7% | -1.7% | +8.4% | +6.6% |
| 6M | +33.8% | +1.0% | +32.8% | +33.7% |
| YTD | +35.0% | +39.9% | -5.0% | +35.4% |
| 1Y | +46.4% | +53.2% | -6.8% | +47.9% |
| All | +46.4% | +53.0% | -6.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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