+213.5%
TER vs PFG
+48.9%
+164.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.5% |
| 7D | +11.0% | +6.0% | +5.0% | +9.0% |
| 30D | -1.9% | +2.2% | -4.1% | -2.6% |
| 3M | -0.7% | +10.4% | -11.0% | -6.4% |
| 6M | +36.4% | +27.8% | +8.6% | +14.3% |
| YTD | +92.4% | +33.6% | +58.8% | +57.1% |
| 1Y | +213.5% | +49.3% | +164.2% | +148.6% |
| All | +213.5% | +48.9% | +164.6% | +148.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling