+6.6%
PL vs PFG
+44.5%
-37.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.6% | +3.0% | +2.7% | +5.5% |
| 30D | -16.9% | +8.2% | -25.1% | -17.1% |
| 3M | -38.2% | +2.7% | -40.9% | -38.2% |
| 6M | -63.4% | +17.2% | -80.7% | -64.0% |
| YTD | -27.6% | +34.8% | -62.4% | -30.9% |
| 1Y | +6.6% | +43.6% | -37.0% | -0.2% |
| All | +6.6% | +44.5% | -37.9% | -0.2% |
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