+99.6%
PSX vs PFG
+51.4%
+48.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +4.5% | +5.5% | -1.0% | +3.8% |
| 30D | +26.6% | +2.4% | +24.2% | +26.3% |
| 3M | +39.3% | +13.6% | +25.7% | +36.5% |
| 6M | +56.8% | +27.9% | +28.9% | +50.4% |
| YTD | +101.8% | +35.6% | +66.3% | +88.4% |
| 1Y | +99.6% | +48.5% | +51.1% | +84.8% |
| All | +99.6% | +51.4% | +48.2% | +84.8% |
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 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