+13.4%
PFGC vs PFG
+46.8%
-33.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.1% | +9.4% | +12.1% |
| 7D | +13.9% | +4.9% | +9.0% | +12.2% |
| 30D | +18.4% | +5.7% | +12.7% | +16.4% |
| 3M | -2.5% | +2.6% | -5.1% | -3.6% |
| 6M | +26.0% | +19.8% | +6.2% | +18.6% |
| YTD | +21.9% | +36.3% | -14.4% | +11.1% |
| 1Y | +13.4% | +47.9% | -34.5% | +1.9% |
| All | +13.4% | +46.8% | -33.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling