+639.5%
EAT vs PFGC
+66.2%
+573.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +1.3% |
| 30D | +1.9% | -11.9% | +13.8% | +8.7% |
| 3M | +68.7% | +5.0% | +63.7% | +61.7% |
| 6M | +66.9% | +8.6% | +58.3% | +56.9% |
| YTD | +60.4% | +9.7% | +50.7% | +47.9% |
| 1Y | +44.0% | -6.3% | +50.3% | +46.8% |
| All | +639.5% | +66.2% | +573.4% | +401.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling