+33.8%
Q vs PFG
+38.8%
-5.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.5% |
| 7D | +11.5% | +0.1% | +11.4% | +11.4% |
| 30D | -0.2% | +5.0% | -5.1% | -1.4% |
| 3M | -13.6% | +0.1% | -13.6% | -13.7% |
| 6M | -27.0% | +13.8% | -40.8% | -34.0% |
| YTD | +50.5% | +31.2% | +19.3% | +19.9% |
| 1Y | +33.8% | +37.1% | -3.3% | +4.6% |
| All | +33.8% | +38.8% | -5.0% | +4.6% |
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