-37.5%
U vs PFG
+247.2%
-284.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.6% |
| 7D | +4.5% | +6.0% | -1.5% | -0.1% |
| 30D | -0.6% | +2.2% | -2.8% | -2.4% |
| 3M | +48.4% | +10.4% | +38.1% | +37.4% |
| 6M | +115.4% | +27.8% | +87.6% | +78.5% |
| YTD | -3.2% | +33.6% | -36.9% | -22.3% |
| 1Y | -6.0% | +49.3% | -55.3% | -30.7% |
| 3Y | +13.5% | +69.7% | -56.3% | -23.0% |
| 5Y | -68.0% | +111.3% | -179.4% | -78.6% |
| All | -37.5% | +247.2% | -284.6% | -52.5% |
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 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