+40.1%
W vs PFG
+70.7%
-30.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +4.3% |
| 7D | -4.2% | +5.5% | -9.7% | -10.3% |
| 30D | -7.6% | +2.4% | -9.9% | -10.6% |
| 3M | +37.2% | +13.6% | +23.6% | +15.5% |
| 6M | +26.3% | +27.9% | -1.6% | -8.0% |
| YTD | -1.0% | +35.6% | -36.5% | -33.3% |
| 1Y | +20.1% | +48.5% | -28.4% | -28.7% |
| All | +40.1% | +70.7% | -30.6% | -34.6% |
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 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