+243.8%
PFG vs PSLV
+190.6%
+53.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.4% | -3.5% | +3.0% | 0.0% |
| 30D | +2.9% | -2.1% | +5.0% | +3.1% |
| 3M | +6.7% | -1.6% | +8.4% | +6.6% |
| 6M | +33.8% | -25.5% | +59.3% | +38.3% |
| YTD | +35.0% | -11.4% | +46.4% | +32.4% |
| 1Y | +46.4% | +48.6% | -2.2% | +29.8% |
| 3Y | +71.7% | +166.9% | -95.2% | +34.1% |
| 5Y | +113.7% | +152.4% | -38.7% | +65.9% |
| All | +243.8% | +190.6% | +53.2% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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