-3.3%
PR vs PFG
+14.9%
-18.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.0% | -5.6% |
| 7D | -16.5% | -0.7% | -15.8% | -16.3% |
| 30D | -4.5% | +2.8% | -7.4% | -3.6% |
| 3M | +8.5% | -1.0% | +9.6% | +9.7% |
| 6M | -3.3% | +13.6% | -16.9% | +4.0% |
| All | -3.3% | +14.9% | -18.2% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling