+83.0%
PL vs PFG
+125.5%
-42.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.1% |
| 7D | -9.3% | +5.5% | -14.8% | -13.7% |
| 30D | -18.9% | +2.4% | -21.3% | -21.0% |
| 3M | -58.4% | +13.6% | -72.0% | -63.1% |
| 6M | -30.3% | +27.9% | -58.2% | -44.1% |
| YTD | -8.1% | +35.6% | -43.7% | -30.4% |
| 1Y | +180.5% | +48.5% | +132.0% | +96.6% |
| 3Y | +444.1% | +66.9% | +377.3% | +257.3% |
| 5Y | +83.0% | +111.0% | -27.9% | +8.6% |
| All | +83.0% | +125.5% | -42.5% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling