+23.1%
Q vs PFG
+43.9%
-20.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.7% |
| 30D | -9.8% | +2.0% | -11.8% | -10.0% |
| 3M | -12.2% | -3.2% | -9.0% | -11.4% |
| 6M | -21.6% | +10.9% | -32.5% | -27.2% |
| YTD | +43.6% | +28.8% | +14.7% | +20.6% |
| 1Y | +25.7% | +39.2% | -13.5% | +4.5% |
| All | +23.1% | +43.9% | -20.8% | +1.6% |
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 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