+30.0%
S vs PFG
+38.8%
-8.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.6% |
| 7D | +4.1% | +0.1% | +3.9% | +4.0% |
| 30D | -7.2% | +5.0% | -12.1% | -8.4% |
| 3M | 0.0% | +0.1% | -0.1% | +0.2% |
| 6M | +41.6% | +13.8% | +27.8% | +35.3% |
| YTD | +48.6% | +31.2% | +17.4% | +37.2% |
| 1Y | +30.0% | +37.1% | -7.0% | +18.5% |
| All | +30.0% | +38.8% | -8.7% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling