+768.2%
UL vs PFG
+985.4%
-217.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | +4.5% | +5.9% | -1.4% | +3.3% |
| 3M | +6.5% | -0.4% | +6.9% | +6.4% |
| 6M | +18.2% | +14.8% | +3.3% | +14.9% |
| YTD | +4.7% | +31.9% | -27.2% | -1.0% |
| 1Y | +0.8% | +38.8% | -38.0% | -5.7% |
| 3Y | +35.9% | +82.4% | -46.5% | +19.1% |
| 5Y | +33.4% | +94.7% | -61.3% | +13.9% |
| 10Y | +106.9% | +187.0% | -80.1% | +54.7% |
| All | +768.2% | +985.4% | -217.2% | +342.0% |
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