+48.5%
PFG vs EFV
+26.5%
+22.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -3.0% | -2.0% | -1.0% | -1.7% |
| 30D | +2.5% | -0.2% | +2.7% | +2.7% |
| 3M | +6.1% | +9.1% | -3.1% | +0.4% |
| 6M | +31.3% | +11.7% | +19.6% | +22.1% |
| YTD | +33.6% | +17.0% | +16.5% | +17.9% |
| 1Y | +48.5% | +26.7% | +21.8% | +21.9% |
| All | +48.5% | +26.5% | +22.0% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling