+373.3%
ETR vs PFG
+182.5%
+190.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +6.6% | +5.0% | +1.7% | +5.2% |
| 3M | +4.4% | +0.1% | +4.4% | +4.2% |
| 6M | -0.3% | +13.8% | -14.1% | -4.1% |
| YTD | +23.3% | +31.2% | -7.9% | +13.5% |
| 1Y | +18.9% | +37.1% | -18.2% | +8.0% |
| 3Y | +155.5% | +80.6% | +74.9% | +111.7% |
| 5Y | +159.9% | +93.7% | +66.2% | +107.5% |
| All | +373.3% | +182.5% | +190.7% | +190.4% |
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 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