+22.6%
UL vs PFG
+111.7%
-89.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.3% | +6.0% | -7.3% | -2.3% |
| 30D | +0.9% | +2.2% | -1.3% | +0.5% |
| 3M | +14.2% | +10.4% | +3.9% | +12.3% |
| 6M | -3.2% | +27.8% | -31.0% | -7.0% |
| YTD | -0.3% | +33.6% | -34.0% | -5.0% |
| 1Y | -8.8% | +49.3% | -58.1% | -14.6% |
| 3Y | +23.9% | +69.7% | -45.9% | +11.4% |
| All | +22.6% | +111.7% | -89.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling