+163.3%
ED vs PFGC
+465.8%
-302.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | +1.6% | +8.5% | -6.9% | +1.3% |
| 30D | +13.3% | +15.0% | -1.7% | +12.7% |
| 3M | +9.7% | -6.2% | +15.9% | +9.9% |
| 6M | +12.8% | +15.7% | -3.0% | +12.2% |
| YTD | +22.3% | +19.6% | +2.8% | +21.4% |
| 1Y | +26.3% | +13.2% | +13.1% | +25.6% |
| 3Y | +45.0% | +77.0% | -31.9% | +41.8% |
| 5Y | +80.2% | +121.5% | -41.3% | +74.4% |
| 10Y | +129.9% | +354.5% | -224.7% | +138.1% |
| All | +163.3% | +465.8% | -302.5% | +158.8% |
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