+153.7%
EBAY vs PFGC
+59.5%
+94.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -0.8% | -4.8% | +4.1% | +0.4% |
| 30D | -0.6% | -17.2% | +16.6% | +4.0% |
| 3M | -1.0% | -6.3% | +5.3% | +0.5% |
| 6M | +16.3% | +8.8% | +7.4% | +13.4% |
| YTD | +21.7% | +4.9% | +16.8% | +19.6% |
| 1Y | +16.5% | -9.5% | +26.0% | +18.7% |
| All | +153.7% | +59.5% | +94.2% | +111.9% |
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 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