+89.0%
PFG vs BG
+21.9%
+67.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | +2.4% | +2.6% | -0.2% | +1.7% |
| 30D | +5.9% | -6.7% | +12.5% | +7.6% |
| 3M | -0.4% | -9.3% | +8.8% | +1.5% |
| 6M | +14.8% | -18.3% | +33.2% | +19.9% |
| YTD | +31.9% | +16.2% | +15.7% | +23.1% |
| 1Y | +38.8% | +7.6% | +31.2% | +32.5% |
| 3Y | +82.4% | +6.6% | +75.8% | +71.4% |
| All | +89.0% | +21.9% | +67.1% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling