+1,905.2%
EBAY vs PFG
+1,015.3%
+889.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -2.1% | +5.5% | -7.6% | -3.9% |
| 30D | -6.7% | +2.4% | -9.0% | -7.5% |
| 3M | -5.0% | +13.6% | -18.6% | -9.1% |
| 6M | +14.6% | +27.9% | -13.2% | +5.4% |
| YTD | +19.8% | +35.6% | -15.7% | +8.0% |
| 1Y | +12.6% | +48.5% | -35.9% | -1.8% |
| 3Y | +141.0% | +66.9% | +74.1% | +99.8% |
| 5Y | +47.5% | +111.0% | -63.4% | +13.0% |
| 10Y | +263.3% | +244.5% | +18.8% | +117.9% |
| All | +1,905.2% | +1,015.3% | +889.9% | +506.9% |
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 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