+169.5%
PR vs PFG
+313.7%
-144.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.5% |
| 7D | +2.9% | +5.5% | -2.6% | -1.3% |
| 30D | +18.0% | +2.4% | +15.7% | +15.5% |
| 3M | +16.9% | +13.6% | +3.3% | +5.5% |
| 6M | +28.2% | +27.9% | +0.3% | +5.2% |
| YTD | +69.3% | +35.6% | +33.8% | +32.5% |
| 1Y | +69.5% | +48.5% | +21.0% | +23.2% |
| 3Y | +81.7% | +66.9% | +14.8% | +20.4% |
| 5Y | +422.2% | +111.0% | +311.3% | +190.7% |
| 10Y | +110.4% | +244.5% | -134.1% | +25.9% |
| All | +169.5% | +313.7% | -144.2% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling