+50.1%
EFA vs PFGC
+138.1%
-88.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.2% | +3.4% | -1.2% | +1.4% |
| 30D | +1.4% | +16.9% | -15.5% | -2.7% |
| 3M | -4.2% | +6.4% | -10.6% | -5.9% |
| 6M | +1.9% | +16.0% | -14.1% | -2.5% |
| YTD | +10.2% | +23.6% | -13.4% | +3.1% |
| 1Y | +12.8% | +16.6% | -3.8% | +7.1% |
| 3Y | +65.2% | +82.3% | -17.1% | +36.1% |
| All | +50.1% | +138.1% | -88.0% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling