+60.2%
PPL vs PFG
+195.7%
-135.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.4% | -0.6% | +1.1% | +0.5% |
| 30D | +5.4% | +2.0% | +3.4% | +4.7% |
| 3M | +4.3% | -3.2% | +7.4% | +5.0% |
| 6M | -1.3% | +10.9% | -12.3% | -5.1% |
| YTD | +4.7% | +28.8% | -24.2% | -4.7% |
| 1Y | +1.3% | +39.2% | -37.9% | -10.3% |
| 3Y | +57.2% | +75.0% | -17.8% | +25.9% |
| 5Y | +48.2% | +91.9% | -43.7% | +12.1% |
| All | +60.2% | +195.7% | -135.5% | -3.6% |
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 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