+1.5%
SMR vs PFG
+95.0%
-93.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.2% |
| 7D | +4.7% | -3.0% | +7.7% | +7.1% |
| 30D | +3.2% | +2.5% | +0.8% | +0.7% |
| 3M | +9.9% | +6.1% | +3.8% | +3.2% |
| 6M | -15.1% | +31.3% | -46.4% | -33.3% |
| YTD | -27.9% | +33.6% | -61.5% | -44.1% |
| 1Y | -70.2% | +48.5% | -118.8% | -78.7% |
| 3Y | +72.5% | +69.6% | +2.9% | +14.8% |
| All | +1.5% | +95.0% | -93.5% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling