-53.2%
S vs PFG
+123.8%
-177.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | -7.7% | +5.5% | -13.2% | -10.7% |
| 30D | -5.3% | +2.4% | -7.7% | -6.8% |
| 3M | +20.3% | +13.6% | +6.7% | +11.4% |
| 6M | +47.4% | +27.9% | +19.5% | +27.4% |
| YTD | +32.5% | +35.6% | -3.0% | +10.4% |
| 1Y | +9.5% | +48.5% | -38.9% | -13.9% |
| 3Y | +15.5% | +66.9% | -51.4% | -16.2% |
| 5Y | -71.2% | +111.0% | -182.2% | -80.9% |
| All | -53.2% | +123.8% | -177.0% | -68.6% |
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