+357.2%
PFG vs BTG
+378.0%
-20.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.2% |
| 7D | +6.0% | +4.8% | +1.2% | +5.7% |
| 30D | +2.2% | +8.3% | -6.1% | +1.7% |
| 3M | +10.4% | +32.3% | -21.9% | +8.1% |
| 6M | +27.8% | +3.0% | +24.8% | +26.8% |
| YTD | +33.6% | +21.9% | +11.7% | +30.9% |
| 1Y | +49.3% | +28.2% | +21.1% | +45.3% |
| 3Y | +69.7% | +99.9% | -30.2% | +58.8% |
| 5Y | +111.3% | +73.6% | +37.8% | +98.0% |
| 10Y | +240.3% | +136.5% | +103.8% | +201.2% |
| All | +357.2% | +378.0% | -20.8% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling