+209.1%
PH vs PFG
+101.8%
+107.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.7% |
| 7D | +3.0% | +2.3% | +0.8% | +1.4% |
| 30D | -0.6% | +7.6% | -8.2% | -5.4% |
| 3M | -10.7% | +2.5% | -13.3% | -12.7% |
| 6M | +9.1% | +16.6% | -7.5% | -2.8% |
| YTD | +9.5% | +34.1% | -24.6% | -11.8% |
| 1Y | +14.0% | +44.1% | -30.0% | -12.7% |
| 3Y | +138.9% | +86.3% | +52.6% | +51.4% |
| 5Y | +209.1% | +101.6% | +107.6% | +79.6% |
| All | +209.1% | +101.8% | +107.3% | +79.6% |
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 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