+24.3%
W vs PFG
+46.8%
-22.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +8.3% |
| 7D | +8.4% | +4.9% | +3.5% | +5.3% |
| 30D | +16.5% | +5.7% | +10.9% | +12.7% |
| 3M | +6.4% | +2.6% | +3.9% | +4.2% |
| 6M | +90.5% | +19.8% | +70.7% | +61.6% |
| YTD | +23.1% | +36.3% | -13.2% | -5.1% |
| 1Y | +24.3% | +47.9% | -23.6% | -7.4% |
| All | +24.3% | +46.8% | -22.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling