+28.1%
ECL vs PFGC
+110.5%
-82.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.1% |
| 7D | -0.8% | -2.4% | +1.7% | 0.0% |
| 30D | -2.5% | -15.8% | +13.3% | +2.6% |
| 3M | +8.3% | -0.6% | +8.9% | +8.4% |
| 6M | -1.1% | +10.7% | -11.8% | -4.3% |
| YTD | +6.5% | +7.6% | -1.1% | +3.2% |
| 1Y | +2.1% | -7.8% | +9.9% | +3.7% |
| 3Y | +57.6% | +63.7% | -6.1% | +29.4% |
| 5Y | +28.1% | +112.3% | -84.2% | -7.1% |
| All | +28.1% | +110.5% | -82.5% | -7.1% |
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 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