+639.8%
PFG vs PSLV
+120.6%
+519.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | +3.2% | +3.3% | -0.1% | +2.9% |
| 30D | +0.9% | +2.1% | -1.2% | +0.7% |
| 3M | +7.7% | +7.1% | +0.6% | +6.6% |
| 6M | +29.0% | -21.6% | +50.5% | +31.6% |
| YTD | +32.5% | -6.7% | +39.2% | +30.5% |
| 1Y | +47.3% | +59.3% | -12.0% | +35.3% |
| 3Y | +68.2% | +182.1% | -113.9% | +43.0% |
| 5Y | +108.5% | +162.6% | -54.1% | +77.1% |
| 10Y | +241.4% | +203.0% | +38.4% | +176.7% |
| All | +639.8% | +120.6% | +519.2% | +450.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling