+990.5%
SO vs PFG
+1,015.3%
-24.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.2% | +5.5% | -5.7% | -0.9% |
| 30D | -4.6% | +2.4% | -6.9% | -4.9% |
| 3M | -3.0% | +13.6% | -16.6% | -4.8% |
| 6M | -8.3% | +27.9% | -36.1% | -11.5% |
| YTD | +3.5% | +35.6% | -32.0% | -1.1% |
| 1Y | -0.9% | +48.5% | -49.4% | -6.7% |
| 3Y | +45.4% | +66.9% | -21.5% | +33.7% |
| 5Y | +59.6% | +111.0% | -51.3% | +40.8% |
| 10Y | +156.6% | +244.5% | -87.9% | +104.5% |
| All | +990.5% | +1,015.3% | -24.8% | +586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling