+64.9%
EL vs PFG
+195.4%
-130.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +7.6% | +3.0% | +4.7% | +6.2% |
| 30D | +15.7% | +8.2% | +7.5% | +11.4% |
| 3M | +30.5% | +2.7% | +27.8% | +28.2% |
| 6M | +32.5% | +17.2% | +15.3% | +21.8% |
| YTD | +9.4% | +34.8% | -25.3% | -6.1% |
| 1Y | +28.4% | +43.6% | -15.2% | +6.8% |
| 3Y | +4.4% | +85.4% | -81.0% | -22.5% |
| 5Y | -64.5% | +102.2% | -166.7% | -74.8% |
| 10Y | +64.9% | +190.2% | -125.3% | -9.5% |
| All | +64.9% | +195.4% | -130.5% | -9.5% |
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 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