+283.2%
PSX vs PFG
+101.8%
+181.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.1% | +0.8% |
| 7D | -8.0% | +2.3% | -10.3% | -9.2% |
| 30D | -9.0% | +7.6% | -16.6% | -12.9% |
| 3M | +24.7% | +2.5% | +22.2% | +22.2% |
| 6M | +49.3% | +16.6% | +32.7% | +35.3% |
| YTD | +100.2% | +34.1% | +66.1% | +65.6% |
| 1Y | +88.8% | +44.1% | +44.8% | +49.4% |
| 3Y | +152.5% | +86.3% | +66.2% | +71.6% |
| 5Y | +283.2% | +101.6% | +181.6% | +129.9% |
| All | +283.2% | +101.8% | +181.4% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling