+589.4%
SE vs PFG
+138.2%
+451.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.2% |
| 7D | -6.1% | +5.5% | -11.6% | -8.4% |
| 30D | -2.5% | +2.4% | -4.8% | -3.7% |
| 3M | +21.7% | +13.6% | +8.1% | +14.3% |
| 6M | +27.0% | +27.9% | -0.9% | +13.3% |
| YTD | -12.1% | +35.6% | -47.7% | -23.6% |
| 1Y | -40.9% | +48.5% | -89.4% | -50.9% |
| 3Y | +191.0% | +66.9% | +124.1% | +127.3% |
| 5Y | -68.3% | +111.0% | -179.2% | -76.9% |
| All | +589.4% | +138.2% | +451.1% | +335.6% |
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