+33.3%
PLD vs PFG
+72.1%
-38.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -0.3% | +2.0% | -2.3% | -1.4% |
| 3M | -8.0% | -3.2% | -4.9% | -6.9% |
| 6M | -9.8% | +10.9% | -20.7% | -15.1% |
| YTD | +1.8% | +28.8% | -27.1% | -12.2% |
| 1Y | +5.6% | +39.2% | -33.6% | -13.0% |
| 3Y | +33.3% | +75.0% | -41.8% | -14.9% |
| All | +33.3% | +72.1% | -38.8% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling