+77.0%
SO vs PFG
+91.4%
-14.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | +8.1% | +2.0% | +6.1% | +7.7% |
| 3M | +0.2% | -3.2% | +3.4% | +0.6% |
| 6M | +0.4% | +10.9% | -10.5% | -1.5% |
| YTD | +8.5% | +28.8% | -20.4% | +3.7% |
| 1Y | +4.9% | +39.2% | -34.2% | -1.1% |
| 3Y | +47.9% | +75.0% | -27.1% | +31.2% |
| All | +77.0% | +91.4% | -14.4% | +53.8% |
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 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