-20.4%
Z vs PFG
+72.1%
-92.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -1.3% |
| 7D | -4.6% | -0.6% | -3.9% | -3.6% |
| 30D | +8.3% | +2.0% | +6.3% | +7.6% |
| 3M | -11.6% | -3.2% | -8.4% | -9.4% |
| 6M | -33.6% | +10.9% | -44.6% | -37.8% |
| YTD | -56.7% | +28.8% | -85.5% | -63.1% |
| 1Y | -59.1% | +39.2% | -98.3% | -66.8% |
| 3Y | -20.4% | +75.0% | -95.4% | -52.5% |
| All | -20.4% | +72.1% | -92.5% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling