+502.9%
TEAM vs PFG
+239.8%
+263.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.7% | +3.2% | -7.9% | -5.6% |
| 30D | +17.0% | +0.9% | +16.1% | +16.7% |
| 3M | +85.9% | +7.7% | +78.2% | +81.3% |
| 6M | +116.7% | +29.0% | +87.7% | +99.0% |
| YTD | +9.6% | +32.5% | -22.8% | -0.2% |
| 1Y | -2.5% | +47.3% | -49.8% | -14.3% |
| 3Y | -14.0% | +68.2% | -82.2% | -27.0% |
| 5Y | -53.1% | +108.5% | -161.6% | -61.9% |
| 10Y | +502.9% | +241.4% | +261.5% | +293.9% |
| All | +502.9% | +239.8% | +263.2% | +293.9% |
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