+1,001.8%
TER vs PFG
+203.0%
+798.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.0% | +8.7% | +10.6% |
| 7D | -5.8% | +2.3% | -8.0% | -6.7% |
| 30D | -38.9% | +7.6% | -46.5% | -41.2% |
| 3M | -35.1% | +2.5% | -37.6% | -36.3% |
| 6M | -31.6% | +16.6% | -48.2% | -38.4% |
| YTD | +27.2% | +34.1% | -6.8% | +6.4% |
| 1Y | +35.2% | +44.1% | -8.8% | +8.7% |
| 3Y | +192.8% | +86.3% | +106.5% | +104.1% |
| 5Y | +72.4% | +101.6% | -29.1% | +15.1% |
| 10Y | +1,001.8% | +197.9% | +804.0% | +485.9% |
| All | +1,001.8% | +203.0% | +798.8% | +485.9% |
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