+836.5%
PM vs PFG
+333.4%
+503.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -7.1% | -2.2% | -4.8% | -6.7% |
| 30D | -2.8% | +6.4% | -9.1% | -4.0% |
| 3M | +6.3% | +2.2% | +4.1% | +5.7% |
| 6M | +9.6% | +16.3% | -6.6% | +6.3% |
| YTD | +25.6% | +33.2% | -7.6% | +18.3% |
| 1Y | +29.7% | +40.6% | -11.0% | +20.8% |
| 3Y | +147.6% | +83.3% | +64.2% | +116.3% |
| 5Y | +160.1% | +97.7% | +62.4% | +121.8% |
| 10Y | +260.9% | +189.9% | +71.0% | +174.4% |
| All | +836.5% | +333.4% | +503.0% | +475.7% |
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