+125.1%
PM vs PFG
+110.7%
+14.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -1.3% | +6.0% | -7.3% | -2.6% |
| 30D | -2.6% | +2.2% | -4.8% | -3.1% |
| 3M | +5.8% | +10.4% | -4.6% | +3.5% |
| 6M | +10.6% | +27.8% | -17.2% | +4.7% |
| YTD | +17.2% | +33.6% | -16.5% | +9.7% |
| 1Y | +17.6% | +49.3% | -31.7% | +7.1% |
| 3Y | +124.3% | +69.7% | +54.5% | +93.1% |
| 5Y | +125.1% | +111.3% | +13.7% | +75.6% |
| All | +125.1% | +110.7% | +14.4% | +75.6% |
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 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