+67.1%
PWR vs PFG
+49.5%
+17.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.1% | +5.1% |
| 7D | +4.2% | -0.4% | +4.6% | +4.2% |
| 30D | -4.0% | +2.9% | -6.9% | -4.2% |
| 3M | -4.8% | +6.7% | -11.5% | -4.9% |
| 6M | +14.6% | +33.8% | -19.1% | +10.5% |
| YTD | +54.2% | +35.0% | +19.3% | +47.8% |
| 1Y | +67.1% | +46.4% | +20.7% | +59.4% |
| All | +67.1% | +49.5% | +17.6% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling