+2,392.5%
PSA vs PFG
+985.4%
+1,407.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.4% | +2.4% | -3.8% | -2.3% |
| 30D | +15.2% | +5.9% | +9.3% | +12.8% |
| 3M | +2.2% | -0.4% | +2.7% | +2.2% |
| 6M | +11.7% | +14.8% | -3.2% | +6.0% |
| YTD | +32.0% | +31.9% | +0.1% | +19.0% |
| 1Y | +26.3% | +38.8% | -12.5% | +11.7% |
| 3Y | +52.4% | +82.4% | -30.0% | +20.4% |
| 5Y | +26.3% | +94.7% | -68.4% | -4.6% |
| 10Y | +132.3% | +187.0% | -54.7% | +34.7% |
| All | +2,392.5% | +985.4% | +1,407.2% | +684.7% |
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