-6.8%
PGR vs PFG
+49.5%
-56.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | +2.9% | +2.1% | +4.4% |
| 3M | +7.6% | +6.7% | +0.9% | +6.1% |
| 6M | +8.3% | +33.8% | -25.5% | +3.9% |
| YTD | +1.7% | +35.0% | -33.2% | -2.3% |
| 1Y | -6.8% | +46.4% | -53.3% | -10.7% |
| All | -6.8% | +49.5% | -56.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling