+822.7%
EFX vs PFG
+1,015.3%
-192.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -5.9% |
| 7D | -8.6% | +5.5% | -14.2% | -10.2% |
| 30D | +0.1% | +2.4% | -2.3% | -0.7% |
| 3M | +3.8% | +13.6% | -9.7% | -0.3% |
| 6M | -13.5% | +27.9% | -41.4% | -20.0% |
| YTD | -17.7% | +35.6% | -53.2% | -25.2% |
| 1Y | -25.6% | +48.5% | -74.0% | -34.5% |
| 3Y | -12.1% | +66.9% | -79.0% | -25.5% |
| 5Y | -33.8% | +111.0% | -144.8% | -48.0% |
| 10Y | +45.1% | +244.5% | -199.3% | -7.3% |
| All | +822.7% | +1,015.3% | -192.6% | +231.5% |
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