+39.7%
EFX vs PFG
+251.1%
-211.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.4% |
| 30D | -6.1% | +2.9% | -9.0% | -7.2% |
| 3M | +6.2% | +6.7% | -0.5% | +3.3% |
| 6M | -11.2% | +33.8% | -45.0% | -21.3% |
| YTD | -21.4% | +35.0% | -56.4% | -30.6% |
| 1Y | -34.3% | +46.4% | -80.7% | -44.1% |
| 3Y | -12.5% | +71.7% | -84.2% | -30.5% |
| 5Y | -35.6% | +113.7% | -149.3% | -53.0% |
| All | +39.7% | +251.1% | -211.4% | -18.8% |
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