-3.6%
SMR vs PFG
+97.9%
-101.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.7% |
| 7D | +4.4% | +5.5% | -1.1% | -0.3% |
| 30D | +3.4% | +2.4% | +1.0% | +1.0% |
| 3M | -19.2% | +13.6% | -32.7% | -28.6% |
| 6M | -22.6% | +27.9% | -50.5% | -37.7% |
| YTD | -31.5% | +35.6% | -67.1% | -47.4% |
| 1Y | -73.1% | +48.5% | -121.5% | -80.7% |
| 3Y | +55.0% | +66.9% | -11.9% | +3.4% |
| All | -3.6% | +97.9% | -101.5% | -39.4% |
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 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