+142.8%
EFA vs PFGC
+292.9%
-150.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.5% | -4.8% | +3.2% | -0.7% |
| 30D | -1.7% | -12.5% | +10.9% | +0.7% |
| 3M | +3.5% | -9.7% | +13.2% | +5.2% |
| 6M | +9.5% | +7.0% | +2.5% | +7.8% |
| YTD | +12.9% | +4.5% | +8.4% | +11.3% |
| 1Y | +18.2% | -11.6% | +29.8% | +20.0% |
| 3Y | +64.8% | +58.5% | +6.3% | +49.5% |
| 5Y | +53.9% | +112.6% | -58.7% | +30.9% |
| All | +142.8% | +292.9% | -150.1% | +87.4% |
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