+196.2%
W vs PFG
+238.2%
-41.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.3% |
| 7D | -3.6% | -0.6% | -3.0% | -2.8% |
| 30D | +7.0% | +2.0% | +5.0% | +5.8% |
| 3M | +7.4% | -3.2% | +10.5% | +9.5% |
| 6M | +69.3% | +10.9% | +58.4% | +56.6% |
| YTD | +11.3% | +28.8% | -17.6% | -7.2% |
| 1Y | +13.2% | +39.2% | -26.0% | -10.7% |
| 3Y | +142.0% | +75.0% | +67.0% | +70.9% |
| 5Y | -54.6% | +91.9% | -146.6% | -68.3% |
| 10Y | +243.7% | +202.3% | +41.4% | +51.1% |
| All | +196.2% | +238.2% | -41.9% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling