+158.8%
PGR vs PFG
+111.0%
+47.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -0.6% | -0.4% | -0.2% | -0.5% |
| 30D | +4.9% | +2.9% | +2.1% | +3.9% |
| 3M | +7.6% | +6.7% | +0.9% | +5.3% |
| 6M | +8.3% | +33.8% | -25.5% | -1.5% |
| YTD | +1.7% | +35.0% | -33.2% | -7.8% |
| 1Y | -6.8% | +46.4% | -53.3% | -18.0% |
| 3Y | +73.4% | +71.7% | +1.8% | +42.2% |
| All | +158.8% | +111.0% | +47.8% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling