-9.5%
PFGC vs PFG
+49.2%
-58.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | -17.2% | +2.5% | -19.7% | -17.8% |
| 3M | -6.3% | +6.1% | -12.4% | -8.1% |
| 6M | +8.8% | +31.3% | -22.5% | +0.2% |
| YTD | +4.9% | +33.6% | -28.6% | -3.9% |
| 1Y | -9.5% | +48.5% | -58.0% | -19.8% |
| All | -9.5% | +49.2% | -58.7% | -19.8% |
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