+116.1%
PG vs PFG
+251.1%
-134.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | +2.9% | -2.1% | +0.3% |
| 3M | -1.3% | +6.7% | -8.1% | -2.6% |
| 6M | -3.8% | +33.8% | -37.6% | -8.8% |
| YTD | +3.6% | +35.0% | -31.3% | -2.0% |
| 1Y | -5.7% | +46.4% | -52.1% | -12.2% |
| 3Y | +1.6% | +71.7% | -70.1% | -9.1% |
| 5Y | +14.6% | +113.7% | -99.1% | -3.0% |
| All | +116.1% | +251.1% | -134.9% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling