-48.8%
S vs PFG
+112.7%
-161.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | -13.4% | -0.6% | -12.8% | -13.1% |
| 30D | -14.0% | +2.0% | -16.0% | -15.0% |
| 3M | +4.9% | -3.2% | +8.0% | +6.4% |
| 6M | +42.0% | +10.9% | +31.1% | +33.1% |
| YTD | +45.1% | +28.8% | +16.3% | +24.2% |
| 1Y | +33.1% | +39.2% | -6.1% | +8.5% |
| 3Y | +40.6% | +75.0% | -34.4% | -0.4% |
| 5Y | -67.5% | +91.9% | -159.4% | -78.0% |
| All | -48.8% | +112.7% | -161.5% | -64.6% |
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