+1,957.7%
EAT vs PFG
+1,015.3%
+942.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | 0.0% | +5.5% | -5.5% | -2.6% |
| 30D | +1.9% | +2.4% | -0.5% | +0.6% |
| 3M | +68.7% | +13.6% | +55.1% | +58.6% |
| 6M | +66.9% | +27.9% | +39.0% | +48.8% |
| YTD | +60.4% | +35.6% | +24.9% | +39.2% |
| 1Y | +44.0% | +48.5% | -4.5% | +19.6% |
| 3Y | +604.7% | +66.9% | +537.8% | +452.6% |
| 5Y | +347.0% | +111.0% | +236.1% | +215.2% |
| 10Y | +390.8% | +244.5% | +146.3% | +194.7% |
| All | +1,957.7% | +1,015.3% | +942.4% | +648.1% |
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