-10.5%
T vs PFG
+47.8%
-58.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -3.1% | +3.2% | -6.3% | -3.4% |
| 30D | +4.6% | +0.9% | +3.6% | +4.5% |
| 3M | +12.2% | +7.7% | +4.5% | +11.7% |
| 6M | -6.5% | +29.0% | -35.4% | -6.7% |
| YTD | +4.9% | +32.5% | -27.6% | +3.6% |
| 1Y | -10.5% | +47.3% | -57.8% | -13.5% |
| All | -10.5% | +47.8% | -58.3% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling