-47.6%
S vs PFG
+116.7%
-164.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.4% |
| 7D | +4.1% | +0.1% | +3.9% | +4.1% |
| 30D | -7.2% | +5.0% | -12.1% | -9.5% |
| 3M | 0.0% | +0.1% | -0.1% | -0.3% |
| 6M | +41.6% | +13.8% | +27.8% | +31.0% |
| YTD | +48.6% | +31.2% | +17.4% | +26.0% |
| 1Y | +30.0% | +37.1% | -7.0% | +7.2% |
| 3Y | +42.2% | +80.6% | -38.4% | -0.9% |
| 5Y | -70.8% | +93.7% | -164.5% | -80.4% |
| All | -47.6% | +116.7% | -164.2% | -64.1% |
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