+194.9%
SO vs PFG
+195.4%
-0.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.1% | +3.0% | -3.1% | -0.8% |
| 30D | +8.7% | +8.2% | +0.5% | +6.6% |
| 3M | +3.4% | +2.7% | +0.7% | +2.5% |
| 6M | +3.7% | +17.2% | -13.5% | -0.4% |
| YTD | +10.0% | +34.8% | -24.7% | +1.8% |
| 1Y | +6.6% | +43.6% | -37.0% | -2.9% |
| 3Y | +52.5% | +85.4% | -32.9% | +28.0% |
| 5Y | +76.1% | +102.2% | -26.1% | +41.6% |
| 10Y | +194.9% | +190.2% | +4.7% | +83.7% |
| All | +194.9% | +195.4% | -0.5% | +83.7% |
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