+134.1%
PSX vs PFG
+71.3%
+62.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.3% |
| 7D | +2.8% | +6.0% | -3.2% | -0.7% |
| 30D | +27.8% | +2.2% | +25.5% | +25.9% |
| 3M | +42.0% | +10.4% | +31.7% | +33.4% |
| 6M | +58.1% | +27.8% | +30.3% | +35.2% |
| YTD | +105.0% | +33.6% | +71.4% | +69.2% |
| 1Y | +104.9% | +49.3% | +55.6% | +56.1% |
| 3Y | +134.1% | +69.7% | +64.3% | +65.9% |
| All | +134.1% | +71.3% | +62.8% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling