+209.8%
W vs PFG
+251.8%
-42.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +1.8% |
| 7D | +3.3% | +2.3% | +1.0% | +2.1% |
| 30D | +10.5% | +7.6% | +2.9% | +5.4% |
| 3M | +9.6% | +2.5% | +7.1% | +7.5% |
| 6M | +76.4% | +16.6% | +59.8% | +57.6% |
| YTD | +16.4% | +34.1% | -17.7% | -5.6% |
| 1Y | +9.3% | +44.1% | -34.7% | -15.8% |
| 3Y | +172.8% | +86.3% | +86.5% | +84.9% |
| 5Y | -53.4% | +101.6% | -154.9% | -68.4% |
| 10Y | +243.6% | +197.9% | +45.8% | +50.2% |
| All | +209.8% | +251.8% | -42.0% | +18.4% |
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 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