+580.0%
XYZ vs PFG
+239.4%
+340.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.3% |
| 7D | +2.9% | +6.0% | -3.1% | -1.1% |
| 30D | +1.4% | +2.2% | -0.8% | -0.2% |
| 3M | +14.6% | +10.4% | +4.2% | +6.8% |
| 6M | +20.8% | +27.8% | -7.0% | +2.4% |
| YTD | +23.1% | +33.6% | -10.6% | +1.1% |
| 1Y | +5.6% | +49.3% | -43.7% | -19.5% |
| 3Y | +50.9% | +69.7% | -18.8% | +6.1% |
| 5Y | -68.6% | +111.3% | -179.9% | -79.6% |
| 10Y | +580.0% | +240.3% | +339.7% | +198.3% |
| All | +580.0% | +239.4% | +340.5% | +198.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling