+231.7%
RF vs PFG
+189.4%
+42.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -1.3% | -2.2% | +0.9% | +0.4% |
| 30D | +4.6% | +6.4% | -1.7% | -0.9% |
| 3M | -8.4% | +2.2% | -10.7% | -10.7% |
| 6M | +8.9% | +16.3% | -7.4% | -5.3% |
| YTD | +8.8% | +33.2% | -24.4% | -16.0% |
| 1Y | +18.9% | +40.6% | -21.7% | -12.4% |
| 3Y | +116.0% | +83.3% | +32.6% | +25.3% |
| 5Y | +46.0% | +97.7% | -51.7% | -21.2% |
| 10Y | +231.7% | +189.9% | +41.9% | +19.3% |
| All | +231.7% | +189.4% | +42.4% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling