+63.7%
PFGC vs PFG
+71.3%
-7.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -2.4% | +6.0% | -8.4% | -5.0% |
| 30D | -15.8% | +2.2% | -18.0% | -16.7% |
| 3M | -0.6% | +10.4% | -11.0% | -5.3% |
| 6M | +10.7% | +27.8% | -17.1% | -1.6% |
| YTD | +7.6% | +33.6% | -26.0% | -6.7% |
| 1Y | -7.8% | +49.3% | -57.1% | -24.6% |
| 3Y | +63.7% | +69.7% | -6.0% | +25.4% |
| All | +63.7% | +71.3% | -7.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling