+791.0%
ED vs PFG
+1,008.7%
-217.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +2.1% | +3.0% | -0.8% | +1.7% |
| 30D | +12.4% | +8.2% | +4.3% | +11.3% |
| 3M | +13.1% | +2.7% | +10.4% | +12.7% |
| 6M | +14.1% | +17.2% | -3.2% | +11.6% |
| YTD | +23.1% | +34.8% | -11.7% | +18.0% |
| 1Y | +25.4% | +43.6% | -18.1% | +19.3% |
| 3Y | +47.9% | +85.4% | -37.6% | +35.0% |
| 5Y | +81.9% | +102.2% | -20.3% | +62.8% |
| 10Y | +141.3% | +190.2% | -49.0% | +98.2% |
| All | +791.0% | +1,008.7% | -217.7% | +443.7% |
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 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