+221.7%
PR vs PFG
+91.4%
+130.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +3.0% |
| 7D | -16.4% | -0.6% | -15.8% | -16.3% |
| 30D | -1.9% | +2.0% | -3.9% | -3.7% |
| 3M | +8.0% | -3.2% | +11.1% | +9.2% |
| 6M | +4.1% | +10.9% | -6.8% | -5.1% |
| YTD | +58.7% | +28.8% | +29.8% | +27.8% |
| 1Y | +75.8% | +39.2% | +36.7% | +33.1% |
| 3Y | +73.2% | +75.0% | -1.9% | +8.3% |
| All | +221.7% | +91.4% | +130.3% | +68.5% |
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 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