+1,588.5%
EWT vs PFG
+1,015.3%
+573.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +4.0% | +5.5% | -1.6% | +2.2% |
| 30D | +10.3% | +2.4% | +7.9% | +9.4% |
| 3M | +6.1% | +13.6% | -7.5% | +1.5% |
| 6M | +56.6% | +27.9% | +28.7% | +44.7% |
| YTD | +76.6% | +35.6% | +41.0% | +60.1% |
| 1Y | +97.9% | +48.5% | +49.4% | +74.2% |
| 3Y | +198.0% | +66.9% | +131.1% | +150.7% |
| 5Y | +151.8% | +111.0% | +40.8% | +94.4% |
| 10Y | +514.1% | +244.5% | +269.6% | +281.4% |
| All | +1,588.5% | +1,015.3% | +573.2% | +455.5% |
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