+3,378.0%
PGR vs PFG
+998.8%
+2,379.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | +1.8% | +2.5% | -0.7% | +0.9% |
| 3M | +5.9% | +6.1% | -0.1% | +3.8% |
| 6M | +4.6% | +31.3% | -26.7% | -4.4% |
| YTD | +1.1% | +33.6% | -32.5% | -8.3% |
| 1Y | -6.6% | +48.5% | -55.1% | -18.2% |
| 3Y | +74.2% | +69.6% | +4.6% | +43.9% |
| 5Y | +159.5% | +111.5% | +48.0% | +96.8% |
| 10Y | +813.4% | +244.2% | +569.2% | +446.9% |
| All | +3,378.0% | +998.8% | +2,379.2% | +1,021.6% |
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