+142.8%
EFA vs PFG
+251.1%
-108.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -1.7% | +2.9% | -4.5% | -2.8% |
| 3M | +3.5% | +6.7% | -3.2% | +0.8% |
| 6M | +9.5% | +33.8% | -24.3% | -1.8% |
| YTD | +12.9% | +35.0% | -22.1% | +0.7% |
| 1Y | +18.2% | +46.4% | -28.2% | +2.2% |
| 3Y | +64.8% | +71.6% | -6.8% | +32.4% |
| 5Y | +53.9% | +113.7% | -59.8% | +12.4% |
| All | +142.8% | +251.1% | -108.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling