+39.5%
PL vs PFG
+119.4%
-79.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -1.0% |
| 7D | +10.0% | +2.4% | +7.7% | +8.4% |
| 30D | -2.3% | +5.9% | -8.1% | -6.4% |
| 3M | -44.2% | -0.4% | -43.8% | -44.6% |
| 6M | -66.1% | +14.8% | -80.9% | -70.3% |
| YTD | -30.0% | +31.9% | -61.9% | -46.1% |
| 1Y | +21.0% | +38.8% | -17.8% | -10.7% |
| 3Y | +516.5% | +82.4% | +434.1% | +282.0% |
| 5Y | +32.0% | +94.7% | -62.7% | -20.2% |
| All | +39.5% | +119.4% | -79.9% | -16.0% |
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 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