+209.0%
ECL vs PFGC
+465.8%
-256.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -0.8% | +8.5% | -9.3% | -2.7% |
| 30D | +8.1% | +15.0% | -6.9% | +4.6% |
| 3M | +6.4% | -6.2% | +12.5% | +7.6% |
| 6M | +14.8% | +15.7% | -1.0% | +10.7% |
| YTD | +15.5% | +19.6% | -4.1% | +10.1% |
| 1Y | +20.1% | +13.2% | +6.9% | +15.9% |
| 3Y | +77.8% | +77.0% | +0.8% | +53.5% |
| 5Y | +37.9% | +121.5% | -83.6% | +11.8% |
| 10Y | +202.7% | +354.5% | -151.9% | +106.3% |
| All | +209.0% | +465.8% | -256.8% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling