+1,097.5%
TER vs PFG
+960.1%
+137.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | -20.5% | -0.6% | -19.8% | -20.2% |
| 30D | -47.0% | +2.0% | -49.0% | -47.6% |
| 3M | -43.3% | -3.2% | -40.1% | -42.8% |
| 6M | -42.9% | +10.9% | -53.8% | -46.5% |
| YTD | +12.9% | +28.8% | -16.0% | -1.0% |
| 1Y | +18.2% | +39.2% | -21.0% | +0.1% |
| 3Y | +151.8% | +75.0% | +76.7% | +92.0% |
| 5Y | +54.2% | +91.9% | -37.7% | +12.6% |
| 10Y | +908.2% | +202.3% | +705.9% | +460.1% |
| All | +1,097.5% | +960.1% | +137.4% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling