-77.0%
PLTD vs PFG
+52.6%
-129.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +1.4% |
| 7D | +4.5% | +6.0% | -1.5% | +9.1% |
| 30D | -0.7% | +2.2% | -3.0% | +1.2% |
| 3M | -31.0% | +10.4% | -41.4% | -25.6% |
| 6M | -24.8% | +27.8% | -52.6% | -9.5% |
| YTD | -18.6% | +33.6% | -52.2% | +2.0% |
| 1Y | -31.8% | +49.3% | -81.1% | -5.3% |
| All | -77.0% | +52.6% | -129.6% | -63.7% |
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