+105.7%
PLTU vs PFG
+49.9%
+55.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.9% |
| 7D | +9.0% | +2.4% | +6.7% | +6.0% |
| 30D | -33.0% | +5.9% | -38.9% | -37.5% |
| 3M | -19.0% | -0.4% | -18.5% | -18.4% |
| 6M | +30.4% | +14.8% | +15.6% | +5.9% |
| YTD | -40.2% | +31.9% | -72.1% | -61.9% |
| 1Y | -37.8% | +38.8% | -76.6% | -63.7% |
| All | +105.7% | +49.9% | +55.9% | +0.6% |
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