+1,042.9%
SO vs PFG
+960.1%
+82.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| YTD | +8.5% | +28.8% | -20.4% | +4.3% |
| 1Y | +4.9% | +39.2% | -34.2% | -0.2% |
| 3Y | +47.9% | +75.0% | -27.1% | +35.1% |
| 5Y | +75.7% | +91.9% | -16.3% | +57.0% |
| 10Y | +178.0% | +202.3% | -24.3% | +125.0% |
| All | +1,042.9% | +960.1% | +82.7% | +624.1% |
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