+105.0%
ED vs PFGC
+294.6%
-189.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.9% | -4.8% | +3.0% | -1.7% |
| 30D | +0.1% | -17.2% | +17.3% | +0.7% |
| 3M | 0.0% | -6.3% | +6.3% | +0.2% |
| 6M | -2.5% | +8.8% | -11.3% | -2.8% |
| YTD | +10.1% | +4.9% | +5.2% | +9.9% |
| 1Y | +13.6% | -9.5% | +23.1% | +13.8% |
| 3Y | +32.4% | +59.6% | -27.1% | +30.2% |
| 5Y | +69.9% | +113.5% | -43.7% | +65.4% |
| All | +105.0% | +294.6% | -189.6% | +119.6% |
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