+1,694.1%
EAT vs PFG
+996.3%
+697.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.4% |
| 7D | -8.9% | -2.2% | -6.7% | -8.1% |
| 30D | +3.4% | +6.4% | -2.9% | +0.6% |
| 3M | -9.3% | +2.2% | -11.6% | -10.5% |
| 6M | +43.8% | +16.3% | +27.5% | +33.6% |
| YTD | +39.9% | +33.2% | +6.6% | +22.2% |
| 1Y | +89.7% | +40.6% | +49.1% | +61.4% |
| 3Y | +491.3% | +83.3% | +407.9% | +344.5% |
| 5Y | +365.4% | +97.7% | +267.7% | +237.6% |
| 10Y | +325.9% | +189.9% | +136.0% | +171.8% |
| All | +1,694.1% | +996.3% | +697.9% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling