-67.4%
EL vs PFG
+110.7%
-178.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.2% |
| 7D | +1.7% | +6.0% | -4.3% | -2.4% |
| 30D | +15.5% | +2.2% | +13.3% | +13.4% |
| 3M | +20.6% | +10.4% | +10.2% | +12.2% |
| 6M | +10.5% | +27.8% | -17.3% | -6.8% |
| YTD | -1.9% | +33.6% | -35.5% | -19.8% |
| 1Y | +16.1% | +49.3% | -33.2% | -12.4% |
| 3Y | -30.2% | +69.7% | -100.0% | -51.5% |
| 5Y | -67.4% | +111.3% | -178.7% | -80.5% |
| All | -67.4% | +110.7% | -178.1% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling