+1,379.0%
ETR vs PFG
+1,015.3%
+363.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.2% |
| 7D | +1.4% | +5.5% | -4.1% | +0.4% |
| 30D | +1.0% | +2.4% | -1.4% | +0.5% |
| 3M | -1.3% | +13.6% | -14.8% | -3.8% |
| 6M | +1.9% | +27.9% | -26.0% | -3.0% |
| YTD | +18.2% | +35.6% | -17.4% | +11.1% |
| 1Y | +24.7% | +48.5% | -23.8% | +15.0% |
| 3Y | +150.7% | +66.9% | +83.8% | +124.5% |
| 5Y | +127.0% | +111.0% | +16.1% | +92.6% |
| 10Y | +295.5% | +244.5% | +51.0% | +193.6% |
| All | +1,379.0% | +1,015.3% | +363.7% | +677.4% |
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 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