-16.1%
Z vs PFG
+195.7%
-211.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.6% |
| 7D | -4.6% | -0.6% | -3.9% | -3.9% |
| 30D | +8.3% | +2.0% | +6.3% | +7.7% |
| 3M | -11.6% | -3.2% | -8.4% | -9.9% |
| 6M | -33.6% | +10.9% | -44.6% | -36.9% |
| YTD | -56.7% | +28.8% | -85.5% | -61.8% |
| 1Y | -59.1% | +39.2% | -98.3% | -65.3% |
| 3Y | -20.4% | +75.0% | -95.4% | -40.2% |
| 5Y | -55.3% | +91.9% | -147.2% | -68.0% |
| All | -16.1% | +195.7% | -211.8% | -57.7% |
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