+38.3%
EAT vs PFG
+47.8%
-9.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -6.8% | +3.2% | -10.0% | -7.9% |
| 30D | -5.4% | +0.9% | -6.3% | -5.7% |
| 3M | +42.8% | +7.7% | +35.0% | +38.0% |
| 6M | +56.5% | +29.0% | +27.6% | +39.0% |
| YTD | +50.0% | +32.5% | +17.6% | +33.5% |
| 1Y | +38.3% | +47.3% | -9.0% | +15.4% |
| All | +38.3% | +47.8% | -9.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling