+96.9%
PSX vs PFG
+46.8%
+50.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.7% | -4.7% |
| 7D | -5.2% | +4.9% | -10.1% | -5.4% |
| 30D | -3.7% | +5.7% | -9.4% | -4.1% |
| 3M | +26.8% | +2.6% | +24.2% | +27.0% |
| 6M | +47.3% | +19.8% | +27.5% | +43.2% |
| YTD | +105.4% | +36.3% | +69.1% | +88.1% |
| 1Y | +96.9% | +47.9% | +49.0% | +73.9% |
| All | +96.9% | +46.8% | +50.1% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling