+63.3%
UL vs PFG
+247.4%
-184.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | -1.2% | +2.5% | -3.7% | -1.7% |
| 3M | +6.0% | +6.1% | -0.1% | +4.8% |
| 6M | -5.5% | +31.3% | -36.8% | -9.9% |
| YTD | -3.3% | +33.6% | -36.9% | -8.2% |
| 1Y | -9.8% | +48.5% | -58.3% | -16.0% |
| 3Y | +20.1% | +69.6% | -49.5% | +7.9% |
| 5Y | +19.2% | +111.5% | -92.3% | +1.5% |
| All | +63.3% | +247.4% | -184.1% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling