+322.7%
EAT vs PFGC
+110.5%
+212.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.1% |
| 7D | -4.9% | -2.4% | -2.5% | -3.4% |
| 30D | -1.2% | -15.8% | +14.6% | +9.9% |
| 3M | +52.2% | -0.6% | +52.8% | +51.2% |
| 6M | +65.0% | +10.7% | +54.4% | +52.6% |
| YTD | +55.0% | +7.6% | +47.4% | +43.9% |
| 1Y | +42.1% | -7.8% | +49.9% | +46.4% |
| 3Y | +614.7% | +63.7% | +551.0% | +382.6% |
| 5Y | +322.7% | +112.3% | +210.5% | +128.5% |
| All | +322.7% | +110.5% | +212.2% | +128.5% |
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