+37.0%
SOLS vs PFG
+49.1%
-12.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +14.0% | +2.4% | +11.6% | +13.8% |
| 30D | +10.0% | +5.9% | +4.1% | +9.6% |
| 3M | +5.8% | -0.4% | +6.3% | +5.8% |
| 6M | -25.2% | +14.8% | -40.0% | -29.8% |
| YTD | +36.5% | +31.9% | +4.6% | +18.3% |
| 1Y | +45.0% | +38.8% | +6.2% | +22.0% |
| All | +37.0% | +49.1% | -12.1% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling