+243.8%
PFG vs BTG
+159.3%
+84.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -0.4% | -3.8% | +3.3% | -0.3% |
| 30D | +2.9% | +3.6% | -0.8% | +2.7% |
| 3M | +6.7% | +32.0% | -25.3% | +5.1% |
| 6M | +33.8% | +3.4% | +30.4% | +33.1% |
| YTD | +35.0% | +20.8% | +14.2% | +33.0% |
| 1Y | +46.4% | +22.4% | +24.0% | +43.8% |
| 3Y | +71.7% | +91.7% | -20.1% | +63.6% |
| 5Y | +113.7% | +79.0% | +34.7% | +103.7% |
| All | +243.8% | +159.3% | +84.5% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling