+202.8%
TER vs PFG
+110.8%
+92.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.4% |
| 7D | +0.6% | +5.5% | -4.9% | -3.0% |
| 30D | -8.3% | +2.4% | -10.6% | -9.9% |
| 3M | -12.2% | +13.6% | -25.8% | -20.9% |
| 6M | +17.1% | +27.9% | -10.8% | -2.6% |
| YTD | +84.7% | +35.6% | +49.1% | +47.5% |
| 1Y | +199.9% | +48.5% | +151.5% | +124.8% |
| 3Y | +232.8% | +66.9% | +165.9% | +126.4% |
| All | +202.8% | +110.8% | +92.0% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling