+157.1%
EWT vs PFG
+82.7%
+74.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +9.1% | +2.4% | +6.7% | +8.3% |
| 30D | -12.2% | +5.9% | -18.1% | -13.7% |
| 3M | -9.4% | -0.4% | -9.0% | -9.4% |
| 6M | +2.7% | +14.8% | -12.2% | -3.3% |
| YTD | +53.3% | +31.9% | +21.4% | +36.5% |
| 1Y | +59.2% | +38.8% | +20.4% | +39.0% |
| 3Y | +157.1% | +82.4% | +74.7% | +94.2% |
| All | +157.1% | +82.7% | +74.4% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling