+770.5%
EQT vs PFG
+989.9%
-219.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.0% | +3.2% | -5.2% | -3.2% |
| 30D | +1.0% | +0.9% | +0.1% | +0.5% |
| 3M | +4.0% | +7.7% | -3.7% | +1.1% |
| 6M | -11.7% | +29.0% | -40.6% | -19.5% |
| YTD | +2.8% | +32.5% | -29.6% | -7.3% |
| 1Y | +10.0% | +47.3% | -37.3% | -4.5% |
| 3Y | +34.1% | +68.2% | -34.1% | +10.5% |
| 5Y | +195.3% | +108.5% | +86.8% | +126.8% |
| 10Y | +51.6% | +241.4% | -189.8% | -5.6% |
| All | +770.5% | +989.9% | -219.3% | +238.5% |
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 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