+79.3%
PR vs PFG
+67.7%
+11.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | +2.9% | +5.5% | -2.6% | -0.4% |
| 30D | +18.0% | +2.4% | +15.7% | +16.2% |
| 3M | +16.9% | +13.6% | +3.3% | +7.4% |
| 6M | +28.2% | +27.9% | +0.3% | +8.3% |
| YTD | +69.3% | +35.6% | +33.8% | +36.4% |
| 1Y | +69.5% | +48.5% | +21.0% | +26.6% |
| All | +79.3% | +67.7% | +11.7% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling