+47.7%
PPL vs PFG
+101.8%
-54.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | 0.0% | +3.0% | -2.9% | -0.7% |
| 30D | +4.3% | +8.2% | -3.9% | +2.3% |
| 3M | +2.9% | +2.7% | +0.2% | +2.1% |
| 6M | +1.1% | +17.2% | -16.1% | -3.0% |
| YTD | +4.5% | +34.8% | -30.3% | -3.6% |
| 1Y | +0.1% | +43.6% | -43.5% | -9.2% |
| 3Y | +55.7% | +85.4% | -29.7% | +28.6% |
| All | +47.7% | +101.8% | -54.1% | +16.8% |
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