-60.3%
Z vs PFG
+44.5%
-104.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -6.0% |
| 7D | -6.5% | +3.0% | -9.4% | -8.2% |
| 30D | -0.1% | +8.2% | -8.3% | -5.4% |
| 3M | -14.1% | +2.7% | -16.8% | -15.8% |
| 6M | -30.1% | +17.2% | -47.3% | -38.3% |
| YTD | -57.5% | +34.8% | -92.3% | -65.7% |
| 1Y | -60.3% | +43.6% | -103.9% | -69.9% |
| All | -60.3% | +44.5% | -104.8% | -69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling