+67.3%
ED vs PFG
+110.7%
-43.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +0.5% | +6.0% | -5.5% | -0.2% |
| 30D | +1.1% | +2.2% | -1.1% | +0.8% |
| 3M | +4.6% | +10.4% | -5.7% | +3.4% |
| 6M | -2.0% | +27.8% | -29.7% | -4.8% |
| YTD | +11.7% | +33.6% | -22.0% | +7.7% |
| 1Y | +15.7% | +49.3% | -33.6% | +9.7% |
| 3Y | +34.4% | +69.7% | -35.4% | +23.2% |
| 5Y | +67.3% | +111.3% | -44.0% | +50.7% |
| All | +67.3% | +110.7% | -43.4% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling