+213.6%
RF vs PFG
+184.0%
+29.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.8% |
| 7D | +1.9% | +2.4% | -0.4% | -0.1% |
| 30D | +7.3% | +5.9% | +1.5% | +2.0% |
| 3M | -7.9% | -0.4% | -7.5% | -8.2% |
| 6M | +10.5% | +14.8% | -4.3% | -2.8% |
| YTD | +9.6% | +31.9% | -22.3% | -14.7% |
| 1Y | +20.3% | +38.8% | -18.5% | -10.5% |
| 3Y | +119.5% | +82.4% | +37.1% | +27.9% |
| 5Y | +48.2% | +94.7% | -46.5% | -19.0% |
| All | +213.6% | +184.0% | +29.7% | +13.3% |
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