-8.1%
EFX vs PFGC
+15.6%
-23.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -0.8% | +3.4% | -4.2% | -1.5% |
| 30D | +25.1% | +16.9% | +8.2% | +21.3% |
| 3M | +1.7% | +6.4% | -4.7% | -0.5% |
| 6M | +18.4% | +16.0% | +2.4% | +16.1% |
| YTD | -12.5% | +23.6% | -36.1% | -17.4% |
| 1Y | -8.1% | +16.6% | -24.7% | -11.1% |
| All | -8.1% | +15.6% | -23.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling