+32.0%
EL vs PFG
+242.8%
-210.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | +1.7% | +6.0% | -4.3% | -1.3% |
| 30D | +15.5% | +2.2% | +13.3% | +14.0% |
| 3M | +20.6% | +10.4% | +10.2% | +14.4% |
| 6M | +10.5% | +27.8% | -17.3% | -2.4% |
| YTD | -1.9% | +33.6% | -35.5% | -15.3% |
| 1Y | +16.1% | +49.3% | -33.2% | -5.2% |
| 3Y | -30.2% | +69.7% | -100.0% | -46.0% |
| 5Y | -67.4% | +111.3% | -178.7% | -77.1% |
| All | +32.0% | +242.8% | -210.8% | -33.2% |
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