+4,668.6%
EW vs PFG
+1,003.0%
+3,665.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +1.7% |
| 7D | +12.3% | +2.3% | +10.0% | +11.7% |
| 30D | +22.9% | +7.6% | +15.3% | +21.1% |
| 3M | +16.7% | +2.5% | +14.2% | +16.0% |
| 6M | +31.0% | +16.6% | +14.3% | +26.7% |
| YTD | +22.8% | +34.1% | -11.2% | +15.5% |
| 1Y | +25.6% | +44.1% | -18.5% | +16.3% |
| 3Y | +62.0% | +86.3% | -24.3% | +41.3% |
| 5Y | -12.8% | +101.6% | -114.3% | -25.8% |
| 10Y | +239.8% | +197.9% | +41.9% | +157.8% |
| All | +4,668.6% | +1,003.0% | +3,665.6% | +2,279.7% |
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