+3,128.7%
SOXX vs PFG
+998.8%
+2,129.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | +3.0% | -3.0% | +6.0% | +4.1% |
| 30D | -3.1% | +2.5% | -5.6% | -4.2% |
| 3M | -4.4% | +6.1% | -10.5% | -7.1% |
| 6M | +52.9% | +31.3% | +21.6% | +37.3% |
| YTD | +72.0% | +33.6% | +38.5% | +53.3% |
| 1Y | +105.1% | +48.5% | +56.6% | +75.6% |
| 3Y | +220.6% | +69.6% | +151.0% | +161.1% |
| 5Y | +244.8% | +111.5% | +133.3% | +159.5% |
| 10Y | +1,537.1% | +244.2% | +1,293.0% | +888.9% |
| All | +3,128.7% | +998.8% | +2,129.9% | +815.6% |
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