Seasonality
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PFG - Average growth of $100 invested at start of year
5 years of data
Nov is the seasonally strongest month over 5Y.
Nov averages +8.2% with a 100% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -5.2% with only a 43% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +10.9% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -0.2% historically, with January alone posting a 83% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +24.6% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.38% | 0.74% | -4.72% | 11.99% | 2.69% | 4.84% | 5.49% | 0.25% | ||||
| 2025 | 6.51% | 7.99% | -4.38% | -12.11% | 5.04% | 2.98% | -2.01% | 3.44% | 3.99% | 1.36% | 0.93% | 4.98% |
| 2024 | 0.55% | 2.23% | 7.67% | -8.31% | 3.66% | -3.54% | 3.90% | -0.11% | 6.45% | -4.07% | 5.69% | -10.36% |
| 2023 | 10.28% | -3.23% | -16.27% | 0.50% | -11.53% | 15.86% | 5.31% | -2.70% | -6.47% | -6.09% | 10.08% | 6.56% |
| 2022 | 1.01% | -3.31% | 4.96% | -7.18% | 7.03% | -7.61% | 0.22% | 11.68% | -2.65% | 22.15% | 2.49% | -6.42% |
| 2021 | -0.69% | 15.95% | 5.97% | 6.52% | 2.38% | -2.47% | -1.68% | 8.55% | -3.61% | 4.18% | 3.15% | 5.47% |
| 2020 | -15.15% | -29.40% | 16.18% | 7.55% | 7.56% | 2.14% | 0.52% | -4.37% | -2.61% | 26.95% | 0.77% | |
| Avg | 4.17% | 0.74% | -5.17% | 1.08% | 2.40% | 2.52% | 1.91% | 3.56% | -1.11% | 2.49% | 8.22% | 0.16% |
PFG - Average returns for the respective month in the last 5 years
PFG Distribution of Daily Returns from 2021 to 2026
PFG Distribution of Daily % Changes