-67.0%
SE vs PFG
+110.7%
-177.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.1% |
| 7D | +0.6% | +6.0% | -5.4% | -3.9% |
| 30D | -0.1% | +2.2% | -2.3% | -2.1% |
| 3M | +34.1% | +10.4% | +23.8% | +23.4% |
| 6M | +23.2% | +27.8% | -4.6% | +1.6% |
| YTD | -11.2% | +33.6% | -44.8% | -29.2% |
| 1Y | -40.5% | +49.3% | -89.8% | -56.9% |
| 3Y | +196.3% | +69.7% | +126.6% | +85.0% |
| 5Y | -67.0% | +111.3% | -178.4% | -83.2% |
| All | -67.0% | +110.7% | -177.7% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling