+96.8%
ET vs PFG
+71.3%
+25.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | +0.4% | +6.0% | -5.6% | -1.7% |
| 30D | +6.9% | +2.2% | +4.6% | +5.9% |
| 3M | +13.1% | +10.4% | +2.7% | +9.0% |
| 6M | +18.7% | +27.8% | -9.1% | +8.2% |
| YTD | +37.4% | +33.6% | +3.8% | +22.5% |
| 1Y | +34.8% | +49.3% | -14.5% | +14.0% |
| 3Y | +96.8% | +69.7% | +27.1% | +54.3% |
| All | +96.8% | +71.3% | +25.5% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling