+11.1%
S vs PFG
+67.7%
-56.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | -7.7% | +5.5% | -13.2% | -10.9% |
| 30D | -5.3% | +2.4% | -7.7% | -6.8% |
| 3M | +20.3% | +13.6% | +6.7% | +10.7% |
| 6M | +47.4% | +27.9% | +19.5% | +25.7% |
| YTD | +32.5% | +35.6% | -3.0% | +8.4% |
| 1Y | +9.5% | +48.5% | -38.9% | -16.2% |
| All | +11.1% | +67.7% | -56.5% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling