+62.8%
PNR vs PFG
+251.1%
-188.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.9% |
| 7D | -6.0% | -0.4% | -5.6% | -5.8% |
| 30D | -14.0% | +2.9% | -16.9% | -15.5% |
| 3M | -21.7% | +6.7% | -28.4% | -24.9% |
| 6M | -37.3% | +33.8% | -71.0% | -47.1% |
| YTD | -45.1% | +35.0% | -80.1% | -54.1% |
| 1Y | -49.1% | +46.4% | -95.5% | -59.5% |
| 3Y | -14.8% | +71.7% | -86.5% | -38.5% |
| 5Y | -21.0% | +113.7% | -134.7% | -50.4% |
| All | +62.8% | +251.1% | -188.2% | -34.5% |
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