+142.5%
PH vs PFG
+70.7%
+71.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.8% |
| 7D | -3.1% | +5.5% | -8.6% | -6.4% |
| 30D | -3.2% | +2.4% | -5.6% | -4.8% |
| 3M | +10.6% | +13.6% | -3.0% | +1.1% |
| 6M | -2.1% | +27.9% | -30.0% | -17.6% |
| YTD | +10.2% | +35.6% | -25.4% | -11.5% |
| 1Y | +28.2% | +48.5% | -20.2% | -4.0% |
| All | +142.5% | +70.7% | +71.8% | +55.1% |
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 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