+209.9%
RF vs PFG
+1,015.3%
-805.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +1.0% |
| 7D | +1.3% | +5.5% | -4.2% | -2.6% |
| 30D | -3.6% | +2.4% | -6.0% | -5.4% |
| 3M | +8.1% | +13.6% | -5.5% | -1.6% |
| 6M | +11.5% | +27.9% | -16.4% | -6.6% |
| YTD | +15.6% | +35.6% | -20.0% | -7.1% |
| 1Y | +15.7% | +48.5% | -32.8% | -12.8% |
| 3Y | +86.9% | +66.9% | +20.0% | +30.2% |
| 5Y | +89.8% | +111.0% | -21.1% | +13.1% |
| 10Y | +344.7% | +244.5% | +100.2% | +92.3% |
| All | +209.9% | +1,015.3% | -805.4% | -20.9% |
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