+513.6%
EWT vs PFG
+251.1%
+262.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +4.5% | +2.9% | +1.6% | +3.4% |
| 3M | +8.3% | +6.7% | +1.5% | +5.6% |
| 6M | +54.2% | +33.8% | +20.5% | +40.0% |
| YTD | +74.6% | +35.0% | +39.6% | +57.7% |
| 1Y | +84.9% | +46.4% | +38.5% | +62.6% |
| 3Y | +197.5% | +71.6% | +125.9% | +146.0% |
| 5Y | +150.6% | +113.7% | +36.9% | +91.1% |
| All | +513.6% | +251.1% | +262.6% | +265.9% |
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