+310.8%
EAT vs PFGC
+351.0%
-40.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.4% |
| 7D | -4.0% | +3.4% | -7.4% | -6.4% |
| 30D | -2.9% | +16.9% | -19.8% | -13.9% |
| 3M | -16.9% | +6.4% | -23.3% | -21.1% |
| 6M | +57.0% | +16.0% | +40.9% | +38.9% |
| YTD | +38.2% | +23.6% | +14.6% | +14.8% |
| 1Y | +69.3% | +16.6% | +52.7% | +46.5% |
| 3Y | +483.0% | +82.3% | +400.7% | +254.9% |
| 5Y | +364.1% | +138.7% | +225.4% | +124.5% |
| All | +310.8% | +351.0% | -40.2% | +25.7% |
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