-54.3%
S vs PFG
+120.7%
-174.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.5% |
| 7D | -5.8% | +6.0% | -11.8% | -9.1% |
| 30D | -9.2% | +2.2% | -11.4% | -10.4% |
| 3M | +23.4% | +10.4% | +13.0% | +16.2% |
| 6M | +36.9% | +27.8% | +9.1% | +18.4% |
| YTD | +29.5% | +33.6% | -4.1% | +8.8% |
| 1Y | +5.4% | +49.3% | -43.9% | -17.4% |
| 3Y | +14.7% | +69.7% | -55.0% | -17.4% |
| 5Y | -71.5% | +111.3% | -182.9% | -80.9% |
| All | -54.3% | +120.7% | -174.9% | -69.0% |
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 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