+356.7%
EAT vs PFGC
+135.8%
+220.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.4% | -4.0% |
| 7D | -3.9% | +10.8% | -14.8% | -10.5% |
| 30D | +5.0% | +17.8% | -12.8% | -6.1% |
| 3M | -9.6% | -2.7% | -6.9% | -8.9% |
| 6M | +46.8% | +20.0% | +26.7% | +28.3% |
| YTD | +41.8% | +24.3% | +17.5% | +19.4% |
| 1Y | +98.3% | +13.2% | +85.1% | +77.7% |
| 3Y | +503.1% | +85.9% | +417.1% | +274.5% |
| 5Y | +356.7% | +141.0% | +215.6% | +131.0% |
| All | +356.7% | +135.8% | +220.9% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling