+99.2%
PSA vs PFG
+247.4%
-148.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.6% | -3.0% | -0.6% | -3.0% |
| 30D | -9.4% | +2.5% | -11.9% | -9.9% |
| 3M | -8.2% | +6.1% | -14.3% | -9.5% |
| 6M | -1.8% | +31.3% | -33.1% | -7.6% |
| YTD | +15.7% | +33.6% | -17.8% | +8.4% |
| 1Y | +6.3% | +48.5% | -42.2% | -2.9% |
| 3Y | +21.6% | +69.6% | -48.1% | +7.2% |
| 5Y | +13.5% | +111.5% | -98.0% | -4.5% |
| All | +99.2% | +247.4% | -148.2% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling