+70.0%
PFG vs EFV
+90.5%
-20.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +6.0% | +1.0% | +5.0% | +5.2% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | +10.4% | +9.6% | +0.7% | +1.6% |
| 6M | +27.8% | +14.0% | +13.7% | +13.1% |
| YTD | +33.6% | +18.5% | +15.2% | +13.4% |
| 1Y | +49.3% | +27.9% | +21.4% | +17.3% |
| All | +70.0% | +90.5% | -20.5% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling