-48.7%
POET vs PFG
+346.9%
-395.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +1.2% | +2.4% | -1.2% | +0.7% |
| 30D | -12.2% | +5.9% | -18.0% | -13.2% |
| 3M | -42.4% | -0.4% | -42.0% | -42.5% |
| 6M | -64.3% | +14.8% | -79.1% | -65.5% |
| YTD | -19.0% | +31.9% | -50.9% | -23.7% |
| 1Y | +9.1% | +38.8% | -29.7% | +2.0% |
| 3Y | +297.7% | +82.4% | +215.3% | +253.8% |
| 5Y | -38.2% | +94.7% | -132.9% | -46.4% |
| 10Y | +123.0% | +187.0% | -63.9% | +75.5% |
| All | -48.7% | +346.9% | -395.6% | -64.1% |
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