+378.0%
PFG vs EFV
+247.9%
+130.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.9% |
| 30D | +5.0% | +2.0% | +2.9% | +2.2% |
| 3M | +0.1% | -1.6% | +1.7% | +2.3% |
| 6M | +13.8% | +5.8% | +8.0% | +4.5% |
| YTD | +31.2% | +15.6% | +15.6% | +5.1% |
| 1Y | +37.1% | +19.0% | +18.1% | +5.4% |
| 3Y | +80.6% | +90.7% | -10.1% | -30.4% |
| 5Y | +93.7% | +92.8% | +0.9% | -26.7% |
| 10Y | +185.5% | +160.5% | +25.0% | -26.3% |
| All | +378.0% | +247.9% | +130.1% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling