+138.9%
PH vs PFG
+84.7%
+54.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.9% |
| 7D | +3.0% | +2.3% | +0.8% | +1.5% |
| 30D | -0.6% | +7.6% | -8.2% | -5.0% |
| 3M | -10.7% | +2.5% | -13.3% | -12.5% |
| 6M | +9.1% | +16.6% | -7.5% | -2.3% |
| YTD | +9.5% | +34.1% | -24.6% | -11.3% |
| 1Y | +14.0% | +44.1% | -30.0% | -12.4% |
| 3Y | +138.9% | +86.3% | +52.6% | +57.7% |
| All | +138.9% | +84.7% | +54.2% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling