+2,393.1%
PWR vs PFG
+247.4%
+2,145.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -0.2% | -3.0% | +2.8% | +1.3% |
| 30D | -7.7% | +2.5% | -10.2% | -9.1% |
| 3M | -4.9% | +6.1% | -11.0% | -8.5% |
| 6M | +9.7% | +31.3% | -21.6% | -5.9% |
| YTD | +46.7% | +33.6% | +13.1% | +23.9% |
| 1Y | +58.7% | +48.5% | +10.2% | +26.1% |
| 3Y | +200.7% | +69.6% | +131.1% | +118.0% |
| 5Y | +438.6% | +111.5% | +327.1% | +236.1% |
| All | +2,393.1% | +247.4% | +2,145.7% | +905.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling