-68.9%
XYZ vs PFG
+110.8%
-179.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.8% |
| 7D | -1.0% | +5.5% | -6.5% | -6.3% |
| 30D | -1.7% | +2.4% | -4.1% | -4.3% |
| 3M | +16.7% | +13.6% | +3.2% | +1.7% |
| 6M | +26.9% | +27.9% | -1.0% | -1.8% |
| YTD | +27.1% | +35.6% | -8.4% | -7.8% |
| 1Y | +9.3% | +48.5% | -39.2% | -28.4% |
| 3Y | +42.3% | +66.9% | -24.6% | -20.4% |
| All | -68.9% | +110.8% | -179.7% | -86.4% |
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 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