+59.8%
SO vs PFG
+110.8%
-51.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.2% | +5.5% | -5.7% | -1.0% |
| 30D | -4.6% | +2.4% | -6.9% | -5.0% |
| 3M | -3.0% | +13.6% | -16.6% | -5.1% |
| 6M | -8.3% | +27.9% | -36.1% | -11.9% |
| YTD | +3.5% | +35.6% | -32.0% | -1.7% |
| 1Y | -0.9% | +48.5% | -49.4% | -7.5% |
| 3Y | +45.4% | +66.9% | -21.5% | +30.9% |
| All | +59.8% | +110.8% | -51.0% | +39.3% |
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