+54.1%
SO vs PFG
+82.7%
-28.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +1.4% | +2.4% | -1.0% | +1.1% |
| 30D | +4.7% | +5.9% | -1.2% | +4.1% |
| 3M | +1.7% | -0.4% | +2.1% | +1.6% |
| 6M | +2.2% | +14.8% | -12.7% | +0.7% |
| YTD | +10.0% | +31.9% | -21.9% | +6.8% |
| 1Y | +6.0% | +38.8% | -32.8% | +2.3% |
| 3Y | +54.1% | +82.4% | -28.3% | +38.4% |
| All | +54.1% | +82.7% | -28.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling