+180.5%
PL vs PFG
+51.4%
+129.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.0% |
| 7D | -9.3% | +5.5% | -14.8% | -10.2% |
| 30D | -18.9% | +2.4% | -21.3% | -19.0% |
| 3M | -58.4% | +13.6% | -72.0% | -59.6% |
| 6M | -30.3% | +27.9% | -58.2% | -34.6% |
| YTD | -8.1% | +35.6% | -43.7% | -17.1% |
| 1Y | +180.5% | +48.5% | +132.0% | +147.0% |
| All | +180.5% | +51.4% | +129.1% | +147.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling