+763.1%
PM vs PFG
+341.0%
+422.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -4.9% | +5.5% | -10.4% | -5.9% |
| 30D | -3.4% | +2.4% | -5.8% | -3.9% |
| 3M | +5.2% | +13.6% | -8.4% | +2.5% |
| 6M | +3.7% | +27.9% | -24.2% | -1.3% |
| YTD | +15.8% | +35.6% | -19.8% | +8.7% |
| 1Y | +17.4% | +48.5% | -31.1% | +8.1% |
| 3Y | +116.9% | +66.9% | +50.1% | +93.1% |
| 5Y | +117.3% | +111.0% | +6.4% | +83.0% |
| 10Y | +193.8% | +244.5% | -50.7% | +116.9% |
| All | +763.1% | +341.0% | +422.2% | +429.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling