+11.1%
SMR vs PFG
+95.1%
-84.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.7% | +16.4% |
| 7D | +21.4% | +6.0% | +15.4% | +15.3% |
| 30D | +13.8% | +2.2% | +11.6% | +11.2% |
| 3M | +3.9% | +10.4% | -6.5% | -6.0% |
| 6M | -4.2% | +27.8% | -32.0% | -23.0% |
| YTD | -21.1% | +33.6% | -54.7% | -38.8% |
| 1Y | -67.1% | +49.3% | -116.4% | -76.5% |
| 3Y | +88.9% | +69.7% | +19.1% | +25.6% |
| All | +11.1% | +95.1% | -84.0% | -29.5% |
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