+988.7%
PFG vs BG
+988.6%
+0.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.0% |
| 7D | +5.5% | +2.8% | +2.7% | +4.0% |
| 30D | +2.4% | +12.0% | -9.7% | -3.2% |
| 3M | +13.6% | -7.7% | +21.3% | +16.6% |
| 6M | +27.9% | +4.5% | +23.4% | +22.9% |
| YTD | +35.6% | +35.7% | -0.1% | +14.7% |
| 1Y | +48.5% | +50.1% | -1.6% | +18.2% |
| 3Y | +66.9% | +12.6% | +54.3% | +48.0% |
| 5Y | +111.0% | +75.4% | +35.5% | +45.1% |
| 10Y | +244.5% | +150.5% | +94.0% | +83.9% |
| All | +988.7% | +988.6% | +0.1% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling