+37.9%
SOLS vs PFG
+48.3%
-10.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +20.8% | +0.1% | +20.7% | +20.7% |
| 30D | +9.2% | +5.0% | +4.2% | +8.9% |
| 3M | +7.1% | +0.1% | +7.0% | +6.9% |
| 6M | -23.7% | +13.8% | -37.4% | -28.1% |
| YTD | +37.3% | +31.2% | +6.1% | +19.0% |
| 1Y | +42.2% | +37.1% | +5.1% | +20.0% |
| All | +37.9% | +48.3% | -10.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling