+12.9%
EL vs PFG
+47.8%
-34.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -2.4% | +3.2% | -5.6% | -3.7% |
| 30D | +13.7% | +0.9% | +12.7% | +13.1% |
| 3M | +14.5% | +7.7% | +6.8% | +9.9% |
| 6M | +7.4% | +29.0% | -21.5% | -5.6% |
| YTD | -4.7% | +32.5% | -37.2% | -16.7% |
| 1Y | +12.9% | +47.3% | -34.4% | -2.8% |
| All | +12.9% | +47.8% | -34.9% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling