+159.9%
EFA vs PFGC
+409.4%
-249.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +1.2% | -2.4% | +3.6% | +1.6% |
| 30D | -0.7% | -15.8% | +15.0% | +2.3% |
| 3M | +6.4% | -0.6% | +7.0% | +6.3% |
| 6M | +11.4% | +10.7% | +0.7% | +9.0% |
| YTD | +14.0% | +7.6% | +6.4% | +11.9% |
| 1Y | +20.2% | -7.8% | +28.0% | +21.1% |
| 3Y | +68.2% | +63.7% | +4.5% | +51.8% |
| 5Y | +54.8% | +112.3% | -57.4% | +31.7% |
| 10Y | +142.4% | +286.7% | -144.3% | +82.3% |
| All | +159.9% | +409.4% | -249.6% | +86.4% |
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 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