+101.6%
PSX vs PFG
+49.5%
+52.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | +1.7% | -0.4% | +2.2% | +1.8% |
| 30D | +15.6% | +2.9% | +12.7% | +15.2% |
| 3M | +46.5% | +6.7% | +39.7% | +45.0% |
| 6M | +55.0% | +33.8% | +21.2% | +46.4% |
| YTD | +105.3% | +35.0% | +70.3% | +91.9% |
| 1Y | +101.6% | +46.4% | +55.2% | +86.3% |
| All | +101.6% | +49.5% | +52.1% | +86.3% |
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