+415.3%
PR vs PFG
+110.8%
+304.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.5% |
| 7D | +2.9% | +5.5% | -2.6% | -1.2% |
| 30D | +18.0% | +2.4% | +15.7% | +15.6% |
| 3M | +16.9% | +13.6% | +3.3% | +5.5% |
| 6M | +28.2% | +27.9% | +0.3% | +4.9% |
| YTD | +69.3% | +35.6% | +33.8% | +31.7% |
| 1Y | +69.5% | +48.5% | +21.0% | +21.6% |
| 3Y | +81.7% | +66.9% | +14.8% | +17.4% |
| All | +415.3% | +110.8% | +304.4% | +152.8% |
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