+386.6%
PSX vs PFG
+239.8%
+146.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | +1.8% | +3.2% | -1.4% | -0.6% |
| 30D | +21.6% | +0.9% | +20.7% | +20.4% |
| 3M | +46.5% | +7.7% | +38.7% | +38.3% |
| 6M | +62.0% | +29.0% | +33.1% | +34.6% |
| YTD | +106.3% | +32.5% | +73.9% | +67.6% |
| 1Y | +103.0% | +47.3% | +55.7% | +52.6% |
| 3Y | +135.5% | +68.2% | +67.3% | +60.3% |
| 5Y | +368.5% | +108.5% | +260.0% | +165.1% |
| 10Y | +386.6% | +241.4% | +145.2% | +71.5% |
| All | +386.6% | +239.8% | +146.8% | +71.5% |
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 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