+119.0%
EWT vs PFG
+92.7%
+26.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | -9.4% | -0.4% | -9.0% | -9.4% |
| 6M | +2.7% | +14.8% | -12.2% | -3.2% |
| YTD | +53.3% | +31.9% | +21.4% | +37.1% |
| 1Y | +59.2% | +38.8% | +20.4% | +39.6% |
| 3Y | +157.1% | +82.4% | +74.7% | +100.0% |
| All | +119.0% | +92.7% | +26.3% | +63.2% |
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 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