+1,058.1%
SO vs PFG
+1,003.0%
+55.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.8% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | +8.6% | +7.6% | +1.0% | +7.4% |
| 3M | +1.8% | +2.5% | -0.7% | +1.3% |
| 6M | +3.6% | +16.6% | -13.0% | +1.2% |
| YTD | +9.9% | +34.1% | -24.1% | +5.1% |
| 1Y | +5.7% | +44.1% | -38.4% | 0.0% |
| 3Y | +52.5% | +86.3% | -33.8% | +38.0% |
| 5Y | +77.3% | +101.6% | -24.2% | +57.4% |
| 10Y | +186.8% | +197.9% | -11.1% | +132.3% |
| All | +1,058.1% | +1,003.0% | +55.1% | +629.6% |
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