+485.3%
PFGC vs PFG
+260.4%
+225.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | +1.5% | -2.2% | +3.7% | +3.0% |
| 30D | +17.4% | +6.4% | +11.1% | +12.8% |
| 3M | -2.4% | +2.2% | -4.7% | -4.3% |
| 6M | +18.2% | +16.3% | +2.0% | +5.5% |
| YTD | +23.7% | +33.2% | -9.6% | -0.3% |
| 1Y | +15.0% | +40.6% | -25.6% | -11.0% |
| 3Y | +82.3% | +83.3% | -1.0% | +12.9% |
| 5Y | +131.9% | +97.7% | +34.2% | +30.8% |
| 10Y | +353.0% | +189.9% | +163.1% | +71.8% |
| All | +485.3% | +260.4% | +225.0% | +121.2% |
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 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