+4.8%
EFX vs PFG
+82.7%
-77.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -0.8% | +2.4% | -3.2% | -2.1% |
| 30D | +25.1% | +5.9% | +19.2% | +21.1% |
| 3M | +1.7% | -0.4% | +2.1% | +1.6% |
| 6M | +18.4% | +14.8% | +3.5% | +9.1% |
| YTD | -12.5% | +31.9% | -44.4% | -25.4% |
| 1Y | -8.1% | +38.8% | -46.9% | -23.9% |
| 3Y | +4.8% | +82.4% | -77.6% | -34.3% |
| All | +4.8% | +82.7% | -77.9% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling