+381.4%
EAT vs PFG
+239.8%
+141.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.5% |
| 7D | -6.8% | +3.2% | -10.0% | -9.5% |
| 30D | -5.4% | +0.9% | -6.3% | -6.5% |
| 3M | +42.8% | +7.7% | +35.0% | +33.0% |
| 6M | +56.5% | +29.0% | +27.6% | +25.7% |
| YTD | +50.0% | +32.5% | +17.6% | +17.5% |
| 1Y | +38.3% | +47.3% | -9.0% | -1.6% |
| 3Y | +591.6% | +68.2% | +523.4% | +326.9% |
| 5Y | +312.6% | +108.5% | +204.1% | +101.2% |
| 10Y | +381.4% | +241.4% | +140.1% | +53.0% |
| All | +381.4% | +239.8% | +141.7% | +53.0% |
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