+566.2%
PPL vs PFG
+978.4%
-412.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.6% | +1.6% |
| 7D | +1.0% | -0.7% | +1.8% | +1.1% |
| 30D | +6.8% | +2.8% | +4.0% | +6.2% |
| 3M | +3.9% | -1.0% | +4.9% | +3.9% |
| 6M | -2.0% | +13.6% | -15.6% | -4.8% |
| YTD | +5.3% | +31.1% | -25.8% | -0.9% |
| 1Y | +2.2% | +43.8% | -41.6% | -5.6% |
| 3Y | +56.7% | +75.0% | -18.3% | +37.7% |
| 5Y | +49.1% | +95.2% | -46.2% | +26.9% |
| 10Y | +63.6% | +207.5% | -143.9% | +22.5% |
| All | +566.2% | +978.4% | -412.2% | +270.1% |
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