+1,859.3%
TER vs PFG
+1,015.3%
+844.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +0.6% | +5.5% | -4.9% | -2.0% |
| 30D | -8.3% | +2.4% | -10.6% | -9.5% |
| 3M | -12.2% | +13.6% | -25.8% | -18.3% |
| 6M | +17.1% | +27.9% | -10.8% | +3.5% |
| YTD | +84.7% | +35.6% | +49.1% | +58.9% |
| 1Y | +199.9% | +48.5% | +151.5% | +147.4% |
| 3Y | +232.8% | +66.9% | +165.9% | +159.9% |
| 5Y | +198.6% | +111.0% | +87.6% | +109.3% |
| 10Y | +1,669.7% | +244.5% | +1,425.3% | +831.6% |
| All | +1,859.3% | +1,015.3% | +844.0% | +261.9% |
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 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