+287.2%
PFGC vs PFG
+247.4%
+39.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.9% |
| 7D | -4.8% | -3.0% | -1.8% | -2.7% |
| 30D | -17.2% | +2.5% | -19.7% | -19.0% |
| 3M | -6.3% | +6.1% | -12.4% | -11.1% |
| 6M | +8.8% | +31.3% | -22.5% | -11.9% |
| YTD | +4.9% | +33.6% | -28.6% | -16.7% |
| 1Y | -9.5% | +48.5% | -58.0% | -34.2% |
| 3Y | +59.6% | +69.6% | -10.0% | +1.1% |
| 5Y | +113.5% | +111.5% | +2.0% | +7.9% |
| All | +287.2% | +247.4% | +39.7% | +26.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling