+108.2%
T vs PFG
+71.3%
+36.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -1.5% | +6.0% | -7.5% | -2.4% |
| 30D | +7.6% | +2.2% | +5.4% | +7.2% |
| 3M | +15.3% | +10.4% | +4.9% | +13.7% |
| 6M | -8.5% | +27.8% | -36.3% | -11.5% |
| YTD | +6.8% | +33.6% | -26.9% | +2.4% |
| 1Y | -7.2% | +49.3% | -56.5% | -12.8% |
| 3Y | +108.2% | +69.7% | +38.5% | +92.8% |
| All | +108.2% | +71.3% | +36.9% | +92.8% |
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