-77.3%
PLTD vs PFG
+50.6%
-127.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.5% |
| 7D | -4.8% | +2.4% | -7.1% | -3.2% |
| 30D | +16.9% | +5.9% | +11.0% | +21.4% |
| 3M | +2.6% | -0.4% | +3.1% | +2.9% |
| 6M | -36.2% | +14.8% | -51.1% | -29.1% |
| YTD | -19.4% | +31.9% | -51.3% | +0.1% |
| 1Y | -22.5% | +38.8% | -61.3% | +0.8% |
| All | -77.3% | +50.6% | -127.9% | -64.4% |
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