+25.4%
ED vs PFGC
+11.2%
+14.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +2.1% | +15.0% | -12.9% | +0.5% |
| 30D | +12.4% | +17.0% | -4.6% | +10.6% |
| 3M | +13.1% | -2.5% | +15.6% | +12.4% |
| 6M | +14.1% | +19.2% | -5.1% | +12.7% |
| YTD | +23.1% | +23.4% | -0.4% | +21.1% |
| 1Y | +25.4% | +13.9% | +11.6% | +23.9% |
| All | +25.4% | +11.2% | +14.2% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling