+488.3%
PFGC vs PFG
+262.6%
+225.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | -0.1% | +1.2% |
| 7D | +10.8% | +2.3% | +8.6% | +9.3% |
| 30D | +17.8% | +7.6% | +10.2% | +12.2% |
| 3M | -2.7% | +2.5% | -5.3% | -4.8% |
| 6M | +20.0% | +16.6% | +3.4% | +6.9% |
| YTD | +24.3% | +34.1% | -9.8% | -0.2% |
| 1Y | +13.2% | +44.1% | -30.9% | -13.8% |
| 3Y | +85.9% | +86.3% | -0.4% | +13.8% |
| 5Y | +141.0% | +101.6% | +39.5% | +34.0% |
| 10Y | +370.6% | +197.9% | +172.7% | +77.0% |
| All | +488.3% | +262.6% | +225.7% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling