-77.4%
PLTD vs PFG
+53.1%
-130.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.0% | -9.5% | -2.9% |
| 7D | +4.2% | +2.3% | +2.0% | +6.0% |
| 30D | +20.8% | +7.6% | +13.2% | +26.9% |
| 3M | -2.6% | +2.5% | -5.1% | -0.4% |
| 6M | -33.1% | +16.6% | -49.7% | -24.9% |
| YTD | -20.0% | +34.1% | -54.1% | +0.4% |
| 1Y | -21.6% | +44.1% | -65.7% | +5.0% |
| All | -77.4% | +53.1% | -130.5% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling