+176.1%
ET vs PFG
+247.4%
-71.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +1.4% | -3.0% | +4.3% | +2.9% |
| 30D | +4.6% | +2.5% | +2.1% | +3.0% |
| 3M | +16.0% | +6.1% | +10.0% | +12.1% |
| 6M | +22.8% | +31.3% | -8.5% | +5.8% |
| YTD | +38.9% | +33.6% | +5.3% | +18.0% |
| 1Y | +34.1% | +48.5% | -14.4% | +7.2% |
| 3Y | +98.8% | +69.6% | +29.2% | +45.0% |
| 5Y | +246.8% | +111.5% | +135.4% | +116.3% |
| All | +176.1% | +247.4% | -71.4% | +9.6% |
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