+497.8%
UUUU vs PFG
+247.4%
+250.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.8% |
| 7D | -5.0% | -3.0% | -2.0% | -3.4% |
| 30D | -7.8% | +2.5% | -10.3% | -9.4% |
| 3M | -0.4% | +6.1% | -6.5% | -4.7% |
| 6M | -32.9% | +31.3% | -64.2% | -43.4% |
| YTD | -6.3% | +33.6% | -39.8% | -21.9% |
| 1Y | +7.9% | +48.5% | -40.6% | -15.4% |
| 3Y | +85.2% | +69.6% | +15.6% | +31.0% |
| 5Y | +97.0% | +111.5% | -14.5% | +25.2% |
| All | +497.8% | +247.4% | +250.4% | +197.5% |
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