+46.9%
PM vs PFG
+46.8%
+0.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.6% | +1.1% |
| 7D | +4.3% | +4.9% | -0.6% | +3.7% |
| 30D | +11.5% | +5.7% | +5.8% | +10.8% |
| 3M | +13.0% | +2.6% | +10.5% | +12.7% |
| 6M | +25.9% | +19.8% | +6.1% | +24.3% |
| YTD | +34.0% | +36.3% | -2.3% | +30.7% |
| 1Y | +46.9% | +47.9% | -1.0% | +41.0% |
| All | +46.9% | +46.8% | +0.1% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling