+276.1%
EBAY vs PFGC
+292.9%
-16.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +4.2% | -4.8% | +9.0% | +4.8% |
| 30D | +5.6% | -12.5% | +18.2% | +7.3% |
| 3M | -1.4% | -9.7% | +8.3% | -0.3% |
| 6M | +18.2% | +7.0% | +11.2% | +17.1% |
| YTD | +24.8% | +4.5% | +20.4% | +23.9% |
| 1Y | +18.0% | -11.6% | +29.6% | +19.3% |
| 3Y | +160.3% | +58.5% | +101.8% | +145.8% |
| 5Y | +62.1% | +112.6% | -50.4% | +48.8% |
| All | +276.1% | +292.9% | -16.8% | +234.8% |
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