+785.6%
ED vs PFG
+960.1%
-174.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.2% |
| 7D | +1.6% | -0.6% | +2.3% | +1.7% |
| 30D | +13.3% | +2.0% | +11.3% | +13.0% |
| 3M | +9.7% | -3.2% | +12.9% | +10.1% |
| 6M | +12.8% | +10.9% | +1.9% | +11.2% |
| YTD | +22.3% | +28.8% | -6.5% | +18.0% |
| 1Y | +26.3% | +39.2% | -12.9% | +20.6% |
| 3Y | +45.0% | +75.0% | -30.0% | +33.4% |
| 5Y | +80.2% | +91.9% | -11.8% | +62.4% |
| 10Y | +129.9% | +202.3% | -72.5% | +88.0% |
| All | +785.6% | +960.1% | -174.5% | +443.6% |
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