+155.6%
ECL vs PFGC
+287.3%
-131.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -2.7% | -3.7% | +1.0% | -1.9% |
| 30D | -4.3% | -16.0% | +11.7% | -0.5% |
| 3M | +3.2% | -4.1% | +7.4% | +4.1% |
| 6M | -2.9% | +8.7% | -11.6% | -4.9% |
| YTD | +4.3% | +6.4% | -2.1% | +2.2% |
| 1Y | +1.6% | -8.4% | +10.0% | +2.9% |
| 3Y | +54.3% | +61.8% | -7.5% | +36.0% |
| 5Y | +26.5% | +108.7% | -82.2% | +3.9% |
| 10Y | +155.6% | +298.1% | -142.5% | +86.1% |
| All | +155.6% | +287.3% | -131.7% | +86.1% |
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