+38.3%
EAT vs PFGC
-8.5%
+46.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -6.8% | -3.7% | -3.1% | -5.4% |
| 30D | -5.4% | -16.0% | +10.6% | +0.7% |
| 3M | +42.8% | -4.1% | +46.9% | +42.6% |
| 6M | +56.5% | +8.7% | +47.8% | +48.2% |
| YTD | +50.0% | +6.4% | +43.7% | +41.7% |
| 1Y | +38.3% | -8.4% | +46.6% | +37.9% |
| All | +38.3% | -8.5% | +46.8% | +37.9% |
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