+544.4%
PPL vs PFG
+1,015.3%
-470.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +2.7% | +5.5% | -2.9% | +1.5% |
| 30D | +0.5% | +2.4% | -1.9% | -0.1% |
| 3M | +0.7% | +13.6% | -12.9% | -2.0% |
| 6M | -7.6% | +27.9% | -35.5% | -12.3% |
| YTD | +1.8% | +35.6% | -33.7% | -4.7% |
| 1Y | -0.8% | +48.5% | -49.2% | -8.9% |
| 3Y | +56.9% | +66.9% | -10.0% | +39.3% |
| 5Y | +39.5% | +111.0% | -71.4% | +16.9% |
| 10Y | +55.4% | +244.5% | -189.1% | +14.1% |
| All | +544.4% | +1,015.3% | -470.9% | +256.0% |
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