+614.7%
EAT vs PFG
+71.3%
+543.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.6% |
| 7D | -4.9% | +6.0% | -10.9% | -8.1% |
| 30D | -1.2% | +2.2% | -3.4% | -2.6% |
| 3M | +52.2% | +10.4% | +41.9% | +43.1% |
| 6M | +65.0% | +27.8% | +37.3% | +42.0% |
| YTD | +55.0% | +33.6% | +21.4% | +29.9% |
| 1Y | +42.1% | +49.3% | -7.2% | +10.7% |
| 3Y | +614.7% | +69.7% | +545.0% | +413.9% |
| All | +614.7% | +71.3% | +543.4% | +413.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling