+66.9%
T vs PFG
+247.4%
-180.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.4% | -3.0% | +0.6% | -1.5% |
| 30D | +4.3% | +2.5% | +1.8% | +3.4% |
| 3M | +11.6% | +6.1% | +5.5% | +9.3% |
| 6M | -5.6% | +31.3% | -36.9% | -13.6% |
| YTD | +6.6% | +33.6% | -27.0% | -3.3% |
| 1Y | -8.4% | +48.5% | -56.9% | -19.9% |
| 3Y | +107.8% | +69.6% | +38.2% | +70.2% |
| 5Y | +68.3% | +111.5% | -43.2% | +24.5% |
| All | +66.9% | +247.4% | -180.5% | -0.5% |
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