+223.9%
PR vs PFG
+95.1%
+128.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -2.4% |
| 7D | -16.5% | -0.7% | -15.8% | -16.4% |
| 30D | -4.5% | +2.8% | -7.4% | -6.8% |
| 3M | +8.5% | -1.0% | +9.6% | +8.3% |
| 6M | -3.3% | +13.6% | -16.9% | -13.3% |
| YTD | +55.7% | +31.1% | +24.6% | +24.1% |
| 1Y | +82.0% | +43.8% | +38.2% | +34.8% |
| 3Y | +62.5% | +75.0% | -12.6% | +1.9% |
| 5Y | +223.9% | +95.2% | +128.7% | +70.2% |
| All | +223.9% | +95.1% | +128.8% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling