+358.2%
PSX vs PFG
+182.5%
+175.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.6% |
| 7D | +6.4% | +0.1% | +6.3% | +6.2% |
| 30D | -10.2% | +5.0% | -15.1% | -13.4% |
| 3M | +17.2% | +0.1% | +17.1% | +15.9% |
| 6M | +51.8% | +13.8% | +38.0% | +37.0% |
| YTD | +108.0% | +31.2% | +76.8% | +68.9% |
| 1Y | +96.1% | +37.1% | +59.1% | +54.5% |
| 3Y | +155.9% | +80.6% | +75.3% | +65.4% |
| 5Y | +306.9% | +93.7% | +213.2% | +140.7% |
| All | +358.2% | +182.5% | +175.7% | +85.8% |
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 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