+456.7%
PWR vs PFG
+110.7%
+346.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +3.0% |
| 7D | +4.5% | +6.0% | -1.5% | +1.7% |
| 30D | -4.9% | +2.2% | -7.1% | -6.0% |
| 3M | -7.9% | +10.4% | -18.2% | -12.5% |
| 6M | +18.3% | +27.8% | -9.4% | +4.7% |
| YTD | +51.5% | +33.6% | +17.9% | +30.5% |
| 1Y | +70.3% | +49.3% | +21.0% | +38.5% |
| 3Y | +210.6% | +69.7% | +140.9% | +130.7% |
| 5Y | +456.7% | +111.3% | +345.3% | +267.1% |
| All | +456.7% | +110.7% | +346.0% | +267.1% |
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