-53.7%
SMR vs PFG
+92.6%
-146.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.7% |
| 7D | -8.3% | +2.4% | -10.6% | -9.8% |
| 30D | -20.1% | +5.9% | -25.9% | -23.4% |
| 3M | -52.7% | -0.4% | -52.2% | -53.0% |
| 6M | -61.0% | +14.8% | -75.9% | -66.1% |
| YTD | -67.1% | +31.9% | -99.0% | -74.4% |
| 1Y | -79.9% | +38.8% | -118.7% | -84.9% |
| 3Y | +101.7% | +82.4% | +19.3% | +29.4% |
| All | -53.7% | +92.6% | -146.3% | -70.4% |
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