+64.4%
PPL vs PFG
+203.0%
-138.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.6% |
| 7D | -1.2% | +2.3% | -3.5% | -2.1% |
| 30D | +4.2% | +7.6% | -3.4% | +1.7% |
| 3M | +1.5% | +2.5% | -1.0% | +0.4% |
| 6M | +1.0% | +16.6% | -15.6% | -4.4% |
| YTD | +4.4% | +34.1% | -29.7% | -6.2% |
| 1Y | +0.8% | +44.1% | -43.3% | -11.8% |
| 3Y | +56.5% | +86.3% | -29.8% | +22.6% |
| 5Y | +47.7% | +101.6% | -53.9% | +9.6% |
| 10Y | +64.4% | +197.9% | -133.5% | -6.5% |
| All | +64.4% | +203.0% | -138.6% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling