+2,426.3%
PWR vs PFG
+244.6%
+2,181.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | +2.7% | +3.2% | -0.6% | +0.8% |
| 30D | -5.1% | +0.9% | -6.1% | -5.8% |
| 3M | -9.4% | +7.7% | -17.1% | -13.5% |
| 6M | +10.4% | +29.0% | -18.5% | -4.5% |
| YTD | +48.6% | +32.5% | +16.2% | +26.1% |
| 1Y | +68.0% | +47.3% | +20.7% | +34.1% |
| 3Y | +204.7% | +68.2% | +136.5% | +121.8% |
| 5Y | +451.9% | +108.5% | +343.4% | +247.1% |
| All | +2,426.3% | +244.6% | +2,181.8% | +923.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling