+89.1%
PSX vs PFG
+41.5%
+47.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.3% |
| 7D | -0.4% | -2.2% | +1.9% | -0.3% |
| 30D | -8.1% | +6.4% | -14.4% | -8.6% |
| 3M | +15.9% | +2.2% | +13.7% | +15.9% |
| 6M | +49.4% | +16.3% | +33.1% | +45.8% |
| YTD | +104.7% | +33.2% | +71.4% | +88.1% |
| 1Y | +89.1% | +40.6% | +48.5% | +69.6% |
| All | +89.1% | +41.5% | +47.5% | +69.6% |
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