+411.1%
PWR vs PFG
+92.7%
+318.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +11.3% | +2.4% | +8.9% | +10.3% |
| 30D | -8.9% | +5.9% | -14.7% | -11.1% |
| 3M | -10.5% | -0.4% | -10.1% | -10.7% |
| 6M | -22.2% | +14.8% | -37.0% | -27.7% |
| YTD | +42.7% | +31.9% | +10.8% | +23.4% |
| 1Y | +41.1% | +38.8% | +2.3% | +18.9% |
| 3Y | +242.7% | +82.4% | +160.4% | +143.9% |
| All | +411.1% | +92.7% | +318.4% | +250.3% |
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 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