+146.4%
ED vs PFGC
+351.0%
-204.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +2.1% | +3.4% | -1.4% | +1.9% |
| 30D | +10.4% | +16.9% | -6.5% | +9.8% |
| 3M | +12.5% | +6.4% | +6.1% | +12.3% |
| 6M | +14.9% | +16.0% | -1.1% | +14.3% |
| YTD | +24.8% | +23.6% | +1.2% | +23.9% |
| 1Y | +23.8% | +16.6% | +7.2% | +23.1% |
| 3Y | +51.6% | +82.3% | -30.6% | +48.5% |
| 5Y | +86.4% | +138.7% | -52.3% | +80.9% |
| All | +146.4% | +351.0% | -204.6% | +167.0% |
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