+21.1%
PL vs PFG
+91.4%
-70.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +11.7% |
| 7D | -6.8% | -0.6% | -6.2% | -6.6% |
| 30D | -29.3% | +2.0% | -31.3% | -30.7% |
| 3M | -44.8% | -3.2% | -41.6% | -44.2% |
| 6M | -68.4% | +10.9% | -79.3% | -71.9% |
| YTD | -36.4% | +28.8% | -65.2% | -51.5% |
| 1Y | +0.7% | +39.2% | -38.4% | -28.7% |
| 3Y | +455.3% | +75.0% | +380.3% | +232.5% |
| All | +21.1% | +91.4% | -70.3% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling