-16.9%
POET vs PFG
+352.8%
-369.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.2% |
| 7D | +17.0% | +6.0% | +11.0% | +15.6% |
| 30D | -6.7% | +2.2% | -9.0% | -7.2% |
| 3M | -32.3% | +10.4% | -42.7% | -33.9% |
| 6M | +32.3% | +27.8% | +4.5% | +25.5% |
| YTD | +31.3% | +33.6% | -2.4% | +23.4% |
| 1Y | +55.3% | +49.3% | +6.0% | +43.1% |
| 3Y | +136.8% | +69.7% | +67.0% | +112.5% |
| 5Y | -2.2% | +111.3% | -113.6% | -16.3% |
| 10Y | +34.0% | +240.3% | -206.2% | +2.7% |
| All | -16.9% | +352.8% | -369.7% | -42.0% |
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