+16.6%
PFGC vs PFG
+37.6%
-21.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +16.9% | +5.9% | +11.1% | +15.3% |
| 3M | +6.4% | -0.4% | +6.9% | +6.2% |
| 6M | +16.0% | +14.8% | +1.2% | +10.6% |
| YTD | +23.6% | +31.9% | -8.3% | +13.9% |
| 1Y | +16.6% | +38.8% | -22.2% | +6.4% |
| All | +16.6% | +37.6% | -21.0% | +6.4% |
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