+27.6%
SOLS vs PFG
+51.0%
-23.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.7% |
| 30D | +0.9% | +2.5% | -1.6% | +0.4% |
| 3M | -20.7% | +6.1% | -26.7% | -21.9% |
| 6M | -17.7% | +31.3% | -49.0% | -27.7% |
| YTD | +27.1% | +33.6% | -6.4% | +9.9% |
| All | +27.6% | +51.0% | -23.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling