-62.1%
W vs PFG
+110.7%
-172.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +2.1% |
| 7D | +6.5% | +6.0% | +0.5% | -0.8% |
| 30D | -6.2% | +2.2% | -8.4% | -9.1% |
| 3M | +48.9% | +10.4% | +38.5% | +30.8% |
| 6M | +31.2% | +27.8% | +3.4% | -2.7% |
| YTD | -0.4% | +33.6% | -34.1% | -30.2% |
| 1Y | +14.8% | +49.3% | -34.5% | -29.7% |
| 3Y | +40.5% | +69.7% | -29.2% | -23.6% |
| 5Y | -62.1% | +111.3% | -173.5% | -81.8% |
| All | -62.1% | +110.7% | -172.8% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling