+215.5%
ET vs PFG
+99.5%
+116.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +1.8% | -2.2% | +4.0% | +2.6% |
| 30D | -3.0% | +6.4% | -9.3% | -5.4% |
| 3M | -4.7% | +2.2% | -6.9% | -5.9% |
| 6M | +2.7% | +16.3% | -13.6% | -3.9% |
| YTD | +26.5% | +33.2% | -6.7% | +11.3% |
| 1Y | +25.0% | +40.6% | -15.7% | +7.1% |
| 3Y | +85.4% | +83.3% | +2.0% | +39.1% |
| 5Y | +215.5% | +97.7% | +117.8% | +119.4% |
| All | +215.5% | +99.5% | +116.0% | +119.4% |
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