+35.0%
UL vs PFG
+86.4%
-51.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.6% | +3.0% | -0.4% | +2.2% |
| 30D | +6.8% | +8.2% | -1.4% | +5.7% |
| 3M | +5.7% | +2.7% | +3.1% | +5.3% |
| 6M | +15.9% | +17.2% | -1.3% | +13.8% |
| YTD | +4.3% | +34.8% | -30.5% | +1.3% |
| 1Y | -0.4% | +43.6% | -44.0% | -3.6% |
| 3Y | +35.0% | +85.4% | -50.5% | +26.2% |
| All | +35.0% | +86.4% | -51.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling