+3,729.2%
PWR vs PFG
+1,015.3%
+2,713.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | +3.6% | +5.5% | -1.9% | +1.1% |
| 30D | -8.6% | +2.4% | -10.9% | -9.7% |
| 3M | -13.2% | +13.6% | -26.7% | -18.4% |
| 6M | +9.9% | +27.9% | -18.0% | -2.0% |
| YTD | +48.0% | +35.6% | +12.5% | +28.2% |
| 1Y | +66.2% | +48.5% | +17.7% | +38.0% |
| 3Y | +195.1% | +66.9% | +128.2% | +130.3% |
| 5Y | +442.6% | +111.0% | +331.6% | +276.5% |
| 10Y | +2,334.2% | +244.5% | +2,089.7% | +1,209.4% |
| All | +3,729.2% | +1,015.3% | +2,713.9% | +1,169.0% |
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