+45.2%
PL vs PFG
+123.0%
-77.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.0% | +10.5% | +11.5% |
| 7D | +10.9% | +2.3% | +8.6% | +9.1% |
| 30D | -16.4% | +7.6% | -24.0% | -20.8% |
| 3M | -39.9% | +2.5% | -42.5% | -41.8% |
| 6M | -63.2% | +16.6% | -79.8% | -68.1% |
| YTD | -27.1% | +34.1% | -61.2% | -44.6% |
| 1Y | +12.2% | +44.1% | -31.9% | -19.7% |
| 3Y | +584.3% | +86.3% | +498.0% | +317.5% |
| 5Y | +37.0% | +101.6% | -64.6% | -18.3% |
| All | +45.2% | +123.0% | -77.8% | -13.7% |
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 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