+70.3%
PR vs PFG
+195.4%
-125.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | -9.5% | +3.0% | -12.5% | -11.8% |
| 30D | -5.7% | +8.2% | -13.8% | -11.6% |
| 3M | +3.0% | +2.7% | +0.3% | -0.3% |
| 6M | +11.8% | +17.2% | -5.4% | -2.9% |
| YTD | +58.5% | +34.8% | +23.7% | +22.3% |
| 1Y | +69.9% | +43.6% | +26.3% | +24.6% |
| 3Y | +84.9% | +85.4% | -0.5% | +10.2% |
| 5Y | +246.4% | +102.2% | +144.3% | +90.6% |
| 10Y | +70.3% | +190.2% | -119.9% | +1.5% |
| All | +70.3% | +195.4% | -125.1% | +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 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