+104.0%
U vs PFG
+77.5%
+26.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.8% |
| 7D | +36.6% | -0.6% | +37.2% | +36.3% |
| 30D | +13.3% | +2.0% | +11.3% | +10.5% |
| 3M | +26.2% | -3.2% | +29.3% | +27.7% |
| 6M | +88.7% | +10.9% | +77.8% | +68.5% |
| YTD | +16.6% | +28.8% | -12.3% | -9.3% |
| 1Y | +29.0% | +39.2% | -10.2% | -6.8% |
| All | +104.0% | +77.5% | +26.5% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling