+70.6%
PR vs PFG
+41.5%
+29.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.7% |
| 7D | -0.5% | -2.2% | +1.7% | -0.6% |
| 30D | -4.6% | +6.4% | -11.0% | -4.1% |
| 3M | +4.7% | +2.2% | +2.5% | +5.5% |
| 6M | +12.4% | +16.3% | -3.8% | +13.4% |
| YTD | +62.9% | +33.2% | +29.6% | +60.5% |
| 1Y | +70.6% | +40.6% | +30.0% | +65.7% |
| All | +70.6% | +41.5% | +29.0% | +65.7% |
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