+292.4%
PFGC vs PFG
+244.6%
+47.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -3.7% | +3.2% | -6.9% | -6.2% |
| 30D | -16.0% | +0.9% | -16.9% | -16.9% |
| 3M | -4.1% | +7.7% | -11.9% | -10.0% |
| 6M | +8.7% | +29.0% | -20.2% | -10.8% |
| YTD | +6.4% | +32.5% | -26.1% | -15.1% |
| 1Y | -8.4% | +47.3% | -55.7% | -32.9% |
| 3Y | +61.8% | +68.2% | -6.5% | +3.1% |
| 5Y | +108.7% | +108.5% | +0.2% | +6.6% |
| All | +292.4% | +244.6% | +47.8% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling