+108.5%
RF vs PFG
+72.1%
+36.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.6% |
| 30D | +6.0% | +2.0% | +4.0% | +4.3% |
| 3M | -8.9% | -3.2% | -5.7% | -7.1% |
| 6M | +2.3% | +10.9% | -8.6% | -6.6% |
| YTD | +7.6% | +28.8% | -21.3% | -13.4% |
| 1Y | +21.2% | +39.2% | -18.0% | -8.5% |
| 3Y | +108.5% | +75.0% | +33.5% | +13.2% |
| All | +108.5% | +72.1% | +36.4% | +13.2% |
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