+4,551.5%
EW vs PFG
+960.1%
+3,591.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +11.0% | -0.6% | +11.7% | +11.1% |
| 30D | +19.1% | +2.0% | +17.1% | +18.6% |
| 3M | +14.4% | -3.2% | +17.5% | +14.9% |
| 6M | +22.8% | +10.9% | +11.8% | +19.9% |
| YTD | +19.8% | +28.8% | -9.0% | +13.5% |
| 1Y | +23.9% | +39.2% | -15.3% | +15.6% |
| 3Y | +52.2% | +75.0% | -22.8% | +34.4% |
| 5Y | -13.9% | +91.9% | -105.9% | -26.1% |
| 10Y | +241.9% | +202.3% | +39.6% | +159.2% |
| All | +4,551.5% | +960.1% | +3,591.4% | +2,239.6% |
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