+245.3%
ET vs PFG
+109.8%
+135.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +0.6% | +3.2% | -2.6% | -0.8% |
| 30D | +5.3% | +0.9% | +4.3% | +4.7% |
| 3M | +15.6% | +7.7% | +7.9% | +11.9% |
| 6M | +20.6% | +29.0% | -8.3% | +8.0% |
| YTD | +38.5% | +32.5% | +6.1% | +22.2% |
| 1Y | +35.7% | +47.3% | -11.6% | +13.7% |
| 3Y | +98.4% | +68.2% | +30.1% | +54.0% |
| 5Y | +245.3% | +108.5% | +136.8% | +132.3% |
| All | +245.3% | +109.8% | +135.5% | +132.3% |
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 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