+367.4%
EAT vs PFGC
+292.9%
+74.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -7.7% | -4.8% | -2.9% | -4.4% |
| 30D | -13.6% | -12.5% | -1.0% | -4.8% |
| 3M | +33.9% | -9.7% | +43.6% | +42.7% |
| 6M | +47.2% | +7.0% | +40.2% | +38.8% |
| YTD | +48.1% | +4.5% | +43.6% | +39.9% |
| 1Y | +33.7% | -11.6% | +45.3% | +42.1% |
| 3Y | +595.8% | +58.5% | +537.3% | +372.4% |
| 5Y | +314.4% | +112.6% | +201.8% | +119.1% |
| All | +367.4% | +292.9% | +74.5% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling