-29.4%
EW vs PFG
+110.7%
-140.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.2% |
| 7D | -4.4% | +6.0% | -10.4% | -6.0% |
| 30D | -3.3% | +2.2% | -5.6% | -4.0% |
| 3M | +1.0% | +10.4% | -9.4% | -2.0% |
| 6M | +6.2% | +27.8% | -21.6% | -1.1% |
| YTD | +1.7% | +33.6% | -31.9% | -6.5% |
| 1Y | +8.1% | +49.3% | -41.2% | -3.8% |
| 3Y | +17.1% | +69.7% | -52.7% | -1.6% |
| 5Y | -29.4% | +111.3% | -140.7% | -46.1% |
| All | -29.4% | +110.7% | -140.1% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling