+38.9%
EFX vs PFGC
+294.6%
-255.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -11.1% | -4.8% | -6.3% | -10.3% |
| 30D | -7.4% | -17.2% | +9.8% | -4.3% |
| 3M | +1.5% | -6.3% | +7.8% | +2.6% |
| 6M | -13.7% | +8.8% | -22.5% | -15.1% |
| YTD | -21.9% | +4.9% | -26.8% | -23.0% |
| 1Y | -30.8% | -9.5% | -21.3% | -30.0% |
| 3Y | -12.4% | +59.6% | -72.0% | -19.7% |
| 5Y | -35.9% | +113.5% | -149.4% | -44.1% |
| All | +38.9% | +294.6% | -255.7% | +14.2% |
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