+758.3%
PNR vs PFG
+1,015.3%
-257.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | -2.4% | +5.5% | -7.9% | -4.4% |
| 30D | -12.8% | +2.4% | -15.1% | -13.6% |
| 3M | -17.0% | +13.6% | -30.6% | -21.1% |
| 6M | -37.4% | +27.9% | -65.3% | -43.0% |
| YTD | -41.6% | +35.6% | -77.2% | -48.1% |
| 1Y | -44.6% | +48.5% | -93.1% | -52.5% |
| 3Y | -12.1% | +66.9% | -79.0% | -27.8% |
| 5Y | -17.4% | +111.0% | -128.3% | -38.0% |
| 10Y | +64.0% | +244.5% | -180.5% | +0.4% |
| All | +758.3% | +1,015.3% | -257.0% | +202.4% |
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