+211.8%
PM vs PFG
+239.8%
-27.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.2% | +3.2% | -4.4% | -2.2% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | +4.9% | +7.7% | -2.8% | +2.6% |
| 6M | +9.0% | +29.0% | -19.9% | +1.3% |
| YTD | +17.8% | +32.5% | -14.7% | +8.3% |
| 1Y | +16.8% | +47.3% | -30.5% | +3.9% |
| 3Y | +125.4% | +68.2% | +57.2% | +88.9% |
| 5Y | +128.7% | +108.5% | +20.2% | +75.8% |
| 10Y | +211.8% | +241.4% | -29.5% | +88.5% |
| All | +211.8% | +239.8% | -27.9% | +88.5% |
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