-9.3%
UL vs PFG
+51.4%
-60.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -1.3% | +5.5% | -6.9% | -2.5% |
| 30D | +0.5% | +2.4% | -1.9% | 0.0% |
| 3M | +17.6% | +13.6% | +4.0% | +14.5% |
| 6M | -5.4% | +27.9% | -33.3% | -9.5% |
| YTD | +0.7% | +35.6% | -34.8% | -3.8% |
| 1Y | -9.3% | +48.5% | -57.7% | -13.2% |
| All | -9.3% | +51.4% | -60.6% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling