+45.6%
SO vs PFG
+70.7%
-25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.2% | +5.5% | -5.7% | -0.8% |
| 30D | -4.6% | +2.4% | -6.9% | -4.9% |
| 3M | -3.0% | +13.6% | -16.6% | -4.6% |
| 6M | -8.3% | +27.9% | -36.1% | -10.9% |
| YTD | +3.5% | +35.6% | -32.0% | -0.5% |
| 1Y | -0.9% | +48.5% | -49.4% | -6.1% |
| All | +45.6% | +70.7% | -25.2% | +28.8% |
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