+73.1%
UUUU vs PFG
+70.6%
+2.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.0% | -5.5% |
| 7D | -10.5% | -0.4% | -10.1% | -10.4% |
| 30D | -10.5% | +2.9% | -13.4% | -12.0% |
| 3M | -14.1% | +6.7% | -20.8% | -17.6% |
| 6M | -35.5% | +33.8% | -69.2% | -45.5% |
| YTD | -10.9% | +35.0% | -45.9% | -25.1% |
| 1Y | +3.4% | +46.4% | -43.1% | -16.6% |
| 3Y | +73.1% | +71.7% | +1.5% | +39.8% |
| All | +73.1% | +70.6% | +2.6% | +39.8% |
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