+1,844.9%
PWR vs PFG
+182.5%
+1,662.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | +19.1% | +0.1% | +18.9% | +19.0% |
| 30D | -12.0% | +5.0% | -17.0% | -14.3% |
| 3M | -10.6% | +0.1% | -10.6% | -11.1% |
| 6M | -20.8% | +13.8% | -34.6% | -27.0% |
| YTD | +43.7% | +31.2% | +12.5% | +22.2% |
| 1Y | +35.0% | +37.1% | -2.1% | +12.0% |
| 3Y | +249.4% | +80.6% | +168.8% | +143.7% |
| 5Y | +422.1% | +93.7% | +328.4% | +242.1% |
| All | +1,844.9% | +182.5% | +1,662.4% | +787.4% |
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