+679.0%
PG vs PFG
+998.8%
-319.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | -1.5% | +2.5% | -4.0% | -2.0% |
| 3M | -3.4% | +6.1% | -9.4% | -4.4% |
| 6M | -7.0% | +31.3% | -38.3% | -11.0% |
| YTD | +2.0% | +33.6% | -31.6% | -2.8% |
| 1Y | -6.5% | +48.5% | -55.0% | -12.5% |
| 3Y | +1.2% | +69.6% | -68.4% | -8.2% |
| 5Y | +12.8% | +111.5% | -98.7% | -2.3% |
| 10Y | +117.7% | +244.2% | -126.5% | +66.8% |
| All | +679.0% | +998.8% | -319.9% | +326.8% |
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 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