+11.7%
PL vs PFG
+38.8%
-27.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | +22.3% | +0.1% | +22.1% | +22.1% |
| 30D | -8.3% | +5.0% | -13.3% | -8.2% |
| 3M | -43.3% | +0.1% | -43.3% | -43.0% |
| 6M | -65.8% | +13.8% | -79.6% | -66.3% |
| YTD | -29.5% | +31.2% | -60.8% | -33.3% |
| 1Y | +11.7% | +37.1% | -25.3% | -1.0% |
| All | +11.7% | +38.8% | -27.1% | -1.0% |
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