+271.2%
EW vs PFG
+184.0%
+87.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +4.9% | +2.4% | +2.5% | +4.1% |
| 30D | +23.9% | +5.9% | +18.1% | +21.6% |
| 3M | +15.8% | -0.4% | +16.2% | +15.6% |
| 6M | +31.7% | +14.8% | +16.8% | +25.0% |
| YTD | +25.7% | +31.9% | -6.2% | +13.8% |
| 1Y | +24.4% | +38.8% | -14.4% | +10.7% |
| 3Y | +65.9% | +82.4% | -16.5% | +31.6% |
| 5Y | -7.6% | +94.7% | -102.3% | -30.3% |
| All | +271.2% | +184.0% | +87.3% | +118.9% |
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