+738.5%
EL vs PFG
+1,015.3%
-276.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.4% |
| 7D | +0.8% | +5.5% | -4.7% | -0.9% |
| 30D | +19.8% | +2.4% | +17.5% | +18.8% |
| 3M | +25.7% | +13.6% | +12.1% | +20.7% |
| 6M | +5.4% | +27.9% | -22.4% | -2.3% |
| YTD | +0.2% | +35.6% | -35.3% | -8.8% |
| 1Y | +20.4% | +48.5% | -28.0% | +6.5% |
| 3Y | -32.1% | +66.9% | -99.0% | -41.6% |
| 5Y | -67.2% | +111.0% | -178.1% | -73.6% |
| 10Y | +31.7% | +244.5% | -212.7% | -11.4% |
| All | +738.5% | +1,015.3% | -276.8% | +266.7% |
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