+154.5%
EWT vs PFG
+109.8%
+44.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | +2.1% | +3.2% | -1.1% | +0.9% |
| 30D | +9.4% | +0.9% | +8.4% | +8.8% |
| 3M | +10.9% | +7.7% | +3.2% | +7.3% |
| 6M | +57.9% | +29.0% | +29.0% | +42.8% |
| YTD | +75.9% | +32.5% | +43.5% | +57.2% |
| 1Y | +89.7% | +47.3% | +42.4% | +62.7% |
| 3Y | +200.9% | +68.2% | +132.6% | +141.1% |
| 5Y | +154.5% | +108.5% | +46.0% | +82.2% |
| All | +154.5% | +109.8% | +44.7% | +82.2% |
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