+79.7%
EFX vs PFGC
+351.0%
-271.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.8% | +3.4% | -4.2% | -1.4% |
| 30D | +25.1% | +16.9% | +8.2% | +21.6% |
| 3M | +1.7% | +6.4% | -4.7% | +0.4% |
| 6M | +18.4% | +16.0% | +2.4% | +15.1% |
| YTD | -12.5% | +23.6% | -36.1% | -16.3% |
| 1Y | -8.1% | +16.6% | -24.7% | -11.2% |
| 3Y | +4.8% | +82.3% | -77.5% | -6.3% |
| 5Y | -30.1% | +138.7% | -168.8% | -40.4% |
| All | +79.7% | +351.0% | -271.3% | +46.2% |
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