+119.6%
RF vs PFG
+84.7%
+34.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | -0.8% |
| 7D | -0.1% | +2.3% | -2.4% | -1.9% |
| 30D | +7.0% | +7.6% | -0.6% | +1.1% |
| 3M | -7.0% | +2.5% | -9.5% | -9.2% |
| 6M | +6.8% | +16.6% | -9.8% | -6.2% |
| YTD | +9.9% | +34.1% | -24.1% | -14.1% |
| 1Y | +21.1% | +44.1% | -22.9% | -10.8% |
| 3Y | +119.6% | +86.3% | +33.4% | +10.0% |
| All | +119.6% | +84.7% | +34.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling