+61.4%
T vs PFG
+189.4%
-128.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +2.0% | -2.2% | +4.2% | +2.6% |
| 30D | -1.0% | +6.4% | -7.4% | -3.0% |
| 3M | -8.1% | +2.2% | -10.4% | -8.9% |
| 6M | -8.3% | +16.3% | -24.5% | -12.7% |
| YTD | -6.1% | +33.2% | -39.4% | -14.8% |
| 1Y | -7.4% | +40.6% | -48.0% | -17.5% |
| 3Y | +65.4% | +83.3% | -17.9% | +31.9% |
| 5Y | +57.6% | +97.7% | -40.1% | +19.3% |
| 10Y | +61.4% | +189.9% | -128.5% | +0.9% |
| All | +61.4% | +189.4% | -128.0% | +0.9% |
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