+1,744.2%
TER vs PFG
+239.4%
+1,504.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.0% |
| 7D | +11.0% | +6.0% | +5.0% | +7.2% |
| 30D | -1.9% | +2.2% | -4.1% | -3.4% |
| 3M | -0.7% | +10.4% | -11.0% | -7.4% |
| 6M | +36.4% | +27.8% | +8.6% | +17.3% |
| YTD | +92.4% | +33.6% | +58.8% | +61.5% |
| 1Y | +213.5% | +49.3% | +164.2% | +147.4% |
| 3Y | +277.2% | +69.7% | +207.5% | +176.0% |
| 5Y | +219.1% | +111.3% | +107.8% | +107.7% |
| 10Y | +1,744.2% | +240.3% | +1,504.0% | +724.1% |
| All | +1,744.2% | +239.4% | +1,504.8% | +724.1% |
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