+713.9%
PH vs PFG
+195.4%
+518.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | +2.1% | +3.0% | -0.8% | -0.1% |
| 30D | +0.3% | +8.2% | -7.9% | -5.3% |
| 3M | -8.8% | +2.7% | -11.5% | -11.1% |
| 6M | +10.0% | +17.2% | -7.2% | -2.7% |
| YTD | +10.5% | +34.8% | -24.3% | -11.9% |
| 1Y | +15.5% | +43.6% | -28.0% | -12.0% |
| 3Y | +136.4% | +85.4% | +50.9% | +49.0% |
| 5Y | +213.6% | +102.2% | +111.4% | +82.0% |
| 10Y | +713.9% | +190.2% | +523.7% | +220.8% |
| All | +713.9% | +195.4% | +518.5% | +220.8% |
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