-39.0%
U vs PFG
+252.1%
-291.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.1% |
| 7D | -3.8% | +5.5% | -9.3% | -7.6% |
| 30D | +17.5% | +2.4% | +15.1% | +15.2% |
| 3M | +38.7% | +13.6% | +25.1% | +25.7% |
| 6M | +104.4% | +27.9% | +76.5% | +69.5% |
| YTD | -5.7% | +35.6% | -41.2% | -25.0% |
| 1Y | +3.7% | +48.5% | -44.8% | -23.3% |
| 3Y | +12.3% | +66.9% | -54.5% | -23.0% |
| 5Y | -68.8% | +111.0% | -179.8% | -79.4% |
| All | -39.0% | +252.1% | -291.2% | -54.2% |
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