+325.9%
EAT vs PFGC
+363.4%
-37.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | -8.9% | +1.5% | -10.4% | -10.0% |
| 30D | +3.4% | +17.4% | -14.0% | -8.6% |
| 3M | -9.3% | -2.4% | -6.9% | -8.9% |
| 6M | +43.8% | +18.2% | +25.6% | +25.4% |
| YTD | +39.9% | +23.7% | +16.2% | +16.2% |
| 1Y | +89.7% | +15.0% | +74.8% | +65.8% |
| 3Y | +491.3% | +82.3% | +408.9% | +260.0% |
| 5Y | +365.4% | +131.9% | +233.5% | +130.1% |
| 10Y | +325.9% | +353.0% | -27.1% | +31.0% |
| All | +325.9% | +363.4% | -37.5% | +31.0% |
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