+2,140.4%
PSA vs PFG
+1,015.3%
+1,125.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -3.7% | +5.5% | -9.2% | -5.6% |
| 30D | -7.7% | +2.4% | -10.1% | -8.6% |
| 3M | -0.6% | +13.6% | -14.2% | -5.2% |
| 6M | -0.9% | +27.9% | -28.8% | -9.4% |
| YTD | +18.7% | +35.6% | -16.9% | +6.1% |
| 1Y | +7.6% | +48.5% | -40.8% | -7.1% |
| 3Y | +23.7% | +66.9% | -43.2% | +0.9% |
| 5Y | +13.7% | +111.0% | -97.3% | -16.7% |
| 10Y | +98.9% | +244.5% | -145.6% | +7.4% |
| All | +2,140.4% | +1,015.3% | +1,125.1% | +599.5% |
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