+380.9%
T vs PFG
+1,015.3%
-634.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -1.3% | +5.5% | -6.8% | -2.6% |
| 30D | +11.4% | +2.4% | +9.0% | +10.6% |
| 3M | +14.3% | +13.6% | +0.7% | +10.7% |
| 6M | -9.3% | +27.9% | -37.1% | -14.7% |
| YTD | +7.1% | +35.6% | -28.4% | -1.0% |
| 1Y | -9.1% | +48.5% | -57.6% | -17.9% |
| 3Y | +105.3% | +66.9% | +38.5% | +77.7% |
| 5Y | +66.8% | +111.0% | -44.1% | +34.5% |
| 10Y | +66.8% | +244.5% | -177.7% | +14.4% |
| All | +380.9% | +1,015.3% | -634.4% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling