+240.2%
PFG vs EFV
+167.0%
+73.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.2% |
| 7D | -3.0% | -2.0% | -1.0% | -0.4% |
| 30D | +2.5% | -0.2% | +2.7% | +2.8% |
| 3M | +6.1% | +9.1% | -3.1% | -5.5% |
| 6M | +31.3% | +11.7% | +19.6% | +12.9% |
| YTD | +33.6% | +17.0% | +16.5% | +7.4% |
| 1Y | +48.5% | +26.7% | +21.8% | +7.4% |
| 3Y | +69.6% | +90.2% | -20.5% | -30.0% |
| 5Y | +111.5% | +96.1% | +15.4% | -16.1% |
| All | +240.2% | +167.0% | +73.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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