+1,333.5%
ET vs PFG
+353.2%
+980.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -3.5% | +5.0% | -8.4% | -5.0% |
| 3M | -5.6% | +0.1% | -5.7% | -6.0% |
| 6M | +0.5% | +13.8% | -13.3% | -3.9% |
| YTD | +26.3% | +31.2% | -4.9% | +15.1% |
| 1Y | +25.7% | +37.1% | -11.4% | +12.9% |
| 3Y | +85.1% | +80.6% | +4.5% | +51.6% |
| 5Y | +216.4% | +93.7% | +122.7% | +151.0% |
| 10Y | +160.9% | +185.5% | -24.6% | +82.1% |
| All | +1,333.5% | +353.2% | +980.3% | +629.6% |
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 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