+3,628.8%
PWR vs PFG
+996.3%
+2,632.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | +4.7% | -2.2% | +7.0% | +6.0% |
| 30D | -12.5% | +6.4% | -18.9% | -14.9% |
| 3M | -9.3% | +2.2% | -11.6% | -10.6% |
| 6M | -22.2% | +16.3% | -38.4% | -27.9% |
| YTD | +44.2% | +33.2% | +10.9% | +25.4% |
| 1Y | +35.5% | +40.6% | -5.1% | +15.2% |
| 3Y | +250.4% | +83.3% | +167.1% | +161.4% |
| 5Y | +425.6% | +97.7% | +327.9% | +274.5% |
| 10Y | +1,874.2% | +189.9% | +1,684.4% | +1,035.8% |
| All | +3,628.8% | +996.3% | +2,632.6% | +1,141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling