+189.4%
RF vs PFG
+978.4%
-789.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | +0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | +5.0% | +2.8% | +2.2% | +2.9% |
| 3M | -10.0% | -1.0% | -9.0% | -9.7% |
| 6M | +3.3% | +13.6% | -10.3% | -6.1% |
| YTD | +7.9% | +31.1% | -23.1% | -11.3% |
| 1Y | +21.2% | +43.8% | -22.6% | -6.6% |
| 3Y | +105.8% | +75.0% | +30.8% | +38.2% |
| 5Y | +43.7% | +95.2% | -51.5% | -9.9% |
| 10Y | +289.4% | +207.5% | +81.9% | +81.2% |
| All | +189.4% | +978.4% | -789.0% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling