+31.4%
ED vs PFGC
+58.8%
-27.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -0.8% | -4.8% | +4.0% | -0.6% |
| 30D | -0.4% | -12.5% | +12.1% | +0.1% |
| 3M | +0.5% | -9.7% | +10.2% | +0.9% |
| 6M | -3.1% | +7.0% | -10.2% | -3.2% |
| YTD | +9.8% | +4.5% | +5.4% | +9.7% |
| 1Y | +12.6% | -11.6% | +24.2% | +13.0% |
| 3Y | +31.4% | +58.5% | -27.1% | +24.0% |
| All | +31.4% | +58.8% | -27.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling