+701.5%
ED vs PFG
+1,015.3%
-313.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -0.2% | +5.5% | -5.7% | -0.9% |
| 30D | -0.1% | +2.4% | -2.5% | -0.5% |
| 3M | +3.9% | +13.6% | -9.7% | +2.2% |
| 6M | -3.0% | +27.9% | -30.9% | -6.2% |
| YTD | +10.7% | +35.6% | -24.9% | +6.1% |
| 1Y | +13.3% | +48.5% | -35.1% | +7.3% |
| 3Y | +34.5% | +66.9% | -32.4% | +24.5% |
| 5Y | +67.1% | +111.0% | -43.8% | +48.8% |
| 10Y | +103.0% | +244.5% | -141.4% | +63.4% |
| All | +701.5% | +1,015.3% | -313.8% | +388.9% |
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