+0.8%
PPL vs PFG
+37.6%
-36.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -0.4% | +2.4% | -2.7% | -0.4% |
| 30D | +2.6% | +5.9% | -3.2% | +2.5% |
| 3M | +0.8% | -0.4% | +1.3% | +0.6% |
| 6M | +1.4% | +14.8% | -13.4% | +1.3% |
| YTD | +4.3% | +31.9% | -27.6% | +4.4% |
| 1Y | +0.8% | +38.8% | -38.1% | +1.5% |
| All | +0.8% | +37.6% | -36.9% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling