+533.2%
XYZ vs PFG
+244.6%
+288.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | -1.0% | +5.5% | -6.5% | -4.4% |
| 30D | -1.7% | +2.4% | -4.1% | -3.3% |
| 3M | +16.7% | +13.6% | +3.2% | +7.0% |
| 6M | +26.9% | +27.9% | -1.0% | +8.0% |
| YTD | +27.1% | +35.6% | -8.4% | +4.1% |
| 1Y | +9.3% | +48.5% | -39.2% | -15.8% |
| 3Y | +42.3% | +66.9% | -24.6% | +2.1% |
| 5Y | -69.3% | +111.0% | -180.3% | -79.8% |
| 10Y | +586.8% | +244.5% | +342.3% | +205.3% |
| All | +533.2% | +244.6% | +288.6% | +148.6% |
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