+9.2%
Z vs PFG
+207.2%
-198.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -3.8% | -6.8% | -8.7% |
| 7D | -2.3% | -0.7% | -1.5% | -1.6% |
| 30D | +9.4% | +2.8% | +6.5% | +8.3% |
| 3M | -16.1% | -1.0% | -15.1% | -15.4% |
| 6M | -30.4% | +13.6% | -44.0% | -34.6% |
| YTD | -55.6% | +31.1% | -86.7% | -61.1% |
| 1Y | -58.5% | +43.8% | -102.3% | -65.3% |
| 3Y | -19.6% | +75.0% | -94.7% | -39.5% |
| 5Y | -54.1% | +95.2% | -149.4% | -67.4% |
| 10Y | -12.1% | +207.5% | -219.6% | -57.7% |
| All | +9.2% | +207.2% | -198.1% | -50.5% |
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 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