+310.8%
EAT vs PFG
+184.0%
+126.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | -4.0% | +2.4% | -6.4% | -6.0% |
| 30D | -2.9% | +5.9% | -8.8% | -7.3% |
| 3M | -16.9% | -0.4% | -16.4% | -17.3% |
| 6M | +57.0% | +14.8% | +42.1% | +38.1% |
| YTD | +38.2% | +31.9% | +6.3% | +8.1% |
| 1Y | +69.3% | +38.8% | +30.5% | +26.2% |
| 3Y | +483.0% | +82.4% | +400.6% | +234.1% |
| 5Y | +364.1% | +94.7% | +269.4% | +139.9% |
| All | +310.8% | +184.0% | +126.9% | +31.9% |
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 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