-24.8%
U vs PFG
+248.2%
-273.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.9% |
| 7D | +32.3% | +2.3% | +30.0% | +29.4% |
| 30D | +9.7% | +7.6% | +2.1% | +3.5% |
| 3M | +19.6% | +2.5% | +17.1% | +16.2% |
| 6M | +82.6% | +16.6% | +66.0% | +60.7% |
| YTD | +16.4% | +34.1% | -17.6% | -7.6% |
| 1Y | +28.5% | +44.1% | -15.6% | -3.3% |
| 3Y | +103.8% | +86.3% | +17.5% | +28.8% |
| 5Y | -70.0% | +101.6% | -171.6% | -80.3% |
| All | -24.8% | +248.2% | -273.0% | -43.5% |
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 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