-26.3%
U vs PFG
+250.0%
-276.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.5% |
| 7D | +24.4% | +3.0% | +21.4% | +21.1% |
| 30D | +7.4% | +8.2% | -0.8% | +0.9% |
| 3M | +16.8% | +2.7% | +14.1% | +13.3% |
| 6M | +78.8% | +17.2% | +61.5% | +56.7% |
| YTD | +14.0% | +34.8% | -20.8% | -9.8% |
| 1Y | +16.7% | +43.6% | -26.8% | -12.0% |
| 3Y | +86.4% | +85.4% | +0.9% | +18.1% |
| 5Y | -71.5% | +102.2% | -173.6% | -81.3% |
| All | -26.3% | +250.0% | -276.4% | -44.9% |
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 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