+357.1%
PSX vs PFG
+189.4%
+167.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.9% |
| 7D | -0.4% | -2.2% | +1.9% | +1.1% |
| 30D | -8.1% | +6.4% | -14.4% | -12.2% |
| 3M | +15.9% | +2.2% | +13.7% | +13.1% |
| 6M | +49.4% | +16.3% | +33.1% | +33.0% |
| YTD | +104.7% | +33.2% | +71.4% | +64.6% |
| 1Y | +89.1% | +40.6% | +48.5% | +46.5% |
| 3Y | +151.7% | +83.3% | +68.4% | +61.2% |
| 5Y | +298.3% | +97.7% | +200.6% | +132.4% |
| 10Y | +357.1% | +189.9% | +167.2% | +83.7% |
| All | +357.1% | +189.4% | +167.7% | +83.7% |
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 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