+554.0%
XYZ vs PFG
+227.6%
+326.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.8% |
| 7D | +12.1% | -0.6% | +12.8% | +12.9% |
| 30D | +12.4% | +2.0% | +10.4% | +11.2% |
| 3M | +8.2% | -3.2% | +11.3% | +10.3% |
| 6M | +20.7% | +10.9% | +9.8% | +12.4% |
| YTD | +31.3% | +28.8% | +2.5% | +11.1% |
| 1Y | +20.5% | +39.2% | -18.7% | -3.0% |
| 3Y | +72.6% | +75.0% | -2.4% | +20.3% |
| 5Y | -64.0% | +91.9% | -155.9% | -75.0% |
| 10Y | +601.8% | +202.3% | +399.5% | +234.1% |
| All | +554.0% | +227.6% | +326.4% | +165.3% |
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