-23.1%
PPG vs PFG
+110.9%
-134.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -7.9% | +2.9% | -10.8% | -9.7% |
| 3M | -10.2% | +6.7% | -16.9% | -14.1% |
| 6M | +2.7% | +33.8% | -31.1% | -13.9% |
| YTD | +4.9% | +35.0% | -30.1% | -12.8% |
| 1Y | -3.2% | +46.4% | -49.6% | -23.6% |
| 3Y | -17.0% | +71.6% | -88.6% | -41.5% |
| All | -23.1% | +110.9% | -134.0% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling