+672.5%
PPG vs PFG
+989.9%
-317.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -3.7% | +3.2% | -6.9% | -4.9% |
| 30D | -7.2% | +0.9% | -8.2% | -7.7% |
| 3M | -7.3% | +7.7% | -15.0% | -10.1% |
| 6M | +0.3% | +29.0% | -28.7% | -8.6% |
| YTD | +6.5% | +32.5% | -25.9% | -4.0% |
| 1Y | +0.5% | +47.3% | -46.8% | -12.9% |
| 3Y | -15.3% | +68.2% | -83.5% | -30.3% |
| 5Y | -22.9% | +108.5% | -131.4% | -41.3% |
| 10Y | +28.4% | +241.4% | -213.0% | -21.2% |
| All | +672.5% | +989.9% | -317.4% | +153.0% |
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