-17.4%
PPG vs PFG
+68.8%
-86.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -5.1% | -3.0% | -2.2% | -3.6% |
| 30D | -9.6% | +2.5% | -12.0% | -11.0% |
| 3M | -6.4% | +6.1% | -12.5% | -10.0% |
| 6M | +0.5% | +31.3% | -30.8% | -14.4% |
| YTD | +4.4% | +33.6% | -29.1% | -12.2% |
| 1Y | -0.9% | +48.5% | -49.4% | -21.9% |
| All | -17.4% | +68.8% | -86.1% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling