-68.3%
U vs PFG
+109.8%
-178.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.4% |
| 7D | +4.4% | +3.2% | +1.2% | +0.8% |
| 30D | -1.3% | +0.9% | -2.2% | -2.6% |
| 3M | +49.6% | +7.7% | +41.9% | +37.4% |
| 6M | +100.2% | +29.0% | +71.2% | +52.3% |
| YTD | -3.7% | +32.5% | -36.2% | -28.9% |
| 1Y | -6.5% | +47.3% | -53.8% | -38.7% |
| 3Y | +12.9% | +68.2% | -55.3% | -37.2% |
| 5Y | -68.3% | +108.5% | -176.8% | -85.6% |
| All | -68.3% | +109.8% | -178.1% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling