+59.6%
T vs PFG
+72.1%
-12.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +1.0% | -0.6% | +1.7% | +1.1% |
| 30D | -10.6% | +2.0% | -12.6% | -10.9% |
| 3M | -7.7% | -3.2% | -4.6% | -7.3% |
| 6M | -13.3% | +10.9% | -24.2% | -14.4% |
| YTD | -8.8% | +28.8% | -37.6% | -11.9% |
| 1Y | -8.4% | +39.2% | -47.6% | -12.6% |
| 3Y | +59.6% | +75.0% | -15.4% | +49.0% |
| All | +59.6% | +72.1% | -12.4% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling