+442.9%
EFA vs PFG
+999.6%
-556.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.2% | +6.0% | -4.8% | -0.8% |
| 30D | -0.7% | +2.2% | -2.9% | -1.5% |
| 3M | +6.4% | +10.4% | -4.0% | +2.8% |
| 6M | +11.4% | +27.8% | -16.4% | +2.7% |
| YTD | +14.0% | +33.6% | -19.7% | +3.4% |
| 1Y | +20.2% | +49.3% | -29.1% | +5.0% |
| 3Y | +68.2% | +69.7% | -1.5% | +39.4% |
| 5Y | +54.8% | +111.3% | -56.5% | +18.0% |
| 10Y | +142.4% | +240.3% | -97.9% | +49.1% |
| All | +442.9% | +999.6% | -556.7% | +91.6% |
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