+110.2%
PFG vs PSLV
+154.2%
-44.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.4% | -3.5% | +3.0% | -0.1% |
| 30D | +2.9% | -2.1% | +5.0% | +3.0% |
| 3M | +6.7% | -1.6% | +8.4% | +6.7% |
| 6M | +33.8% | -25.5% | +59.3% | +37.2% |
| YTD | +35.0% | -11.4% | +46.4% | +32.5% |
| 1Y | +46.4% | +48.6% | -2.2% | +32.0% |
| 3Y | +71.7% | +166.9% | -95.2% | +39.0% |
| All | +110.2% | +154.2% | -44.0% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling