+239.8%
RF vs PFG
+195.4%
+44.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.2% |
| 7D | +0.3% | +3.0% | -2.6% | -2.3% |
| 30D | +6.2% | +8.2% | -2.0% | -0.8% |
| 3M | -7.8% | +2.7% | -10.5% | -10.5% |
| 6M | +5.9% | +17.2% | -11.3% | -8.4% |
| YTD | +9.0% | +34.8% | -25.7% | -16.6% |
| 1Y | +19.3% | +43.6% | -24.3% | -13.7% |
| 3Y | +116.4% | +85.4% | +31.0% | +24.4% |
| 5Y | +46.0% | +102.2% | -56.1% | -22.6% |
| 10Y | +239.8% | +190.2% | +49.6% | +23.6% |
| All | +239.8% | +195.4% | +44.4% | +23.6% |
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 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