+234.7%
PM vs PFG
+203.0%
+31.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.5% |
| 7D | -7.3% | +2.3% | -9.6% | -7.9% |
| 30D | -4.0% | +7.6% | -11.6% | -6.0% |
| 3M | +2.7% | +2.5% | +0.2% | +1.8% |
| 6M | +14.9% | +16.6% | -1.8% | +9.7% |
| YTD | +23.5% | +34.1% | -10.5% | +13.0% |
| 1Y | +30.4% | +44.1% | -13.7% | +16.8% |
| 3Y | +143.2% | +86.3% | +57.0% | +97.3% |
| 5Y | +159.5% | +101.6% | +57.9% | +101.5% |
| 10Y | +234.7% | +197.9% | +36.8% | +119.0% |
| All | +234.7% | +203.0% | +31.6% | +119.0% |
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 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