+110.8%
EAT vs PFGC
+12.5%
+98.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +13.5% | -7.3% | +0.7% |
| 7D | -0.1% | +13.9% | -14.0% | -5.6% |
| 30D | +13.5% | +18.4% | -4.8% | +5.8% |
| 3M | +1.0% | -2.5% | +3.5% | +0.3% |
| 6M | +57.3% | +26.0% | +31.2% | +40.2% |
| YTD | +53.6% | +21.9% | +31.7% | +38.5% |
| 1Y | +110.8% | +13.4% | +97.4% | +94.8% |
| All | +110.8% | +12.5% | +98.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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