+1,443.5%
ETR vs PFG
+979.8%
+463.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.6% | +5.0% | +1.7% | +5.6% |
| 3M | +4.4% | +0.1% | +4.4% | +4.3% |
| 6M | -0.3% | +13.8% | -14.1% | -2.9% |
| YTD | +23.3% | +31.2% | -7.9% | +16.5% |
| 1Y | +18.9% | +37.1% | -18.2% | +11.3% |
| 3Y | +155.5% | +80.6% | +74.9% | +125.4% |
| 5Y | +159.9% | +93.7% | +66.2% | +124.1% |
| 10Y | +377.6% | +185.5% | +192.1% | +266.1% |
| All | +1,443.5% | +979.8% | +463.7% | +715.7% |
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