-11.2%
EFX vs PFGC
+63.7%
-74.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -7.8% | -2.4% | -5.4% | -7.0% |
| 30D | -5.7% | -15.8% | +10.0% | +0.1% |
| 3M | +2.5% | -0.6% | +3.1% | +2.6% |
| 6M | -16.7% | +10.7% | -27.3% | -20.2% |
| YTD | -20.2% | +7.6% | -27.8% | -23.9% |
| 1Y | -31.4% | -7.8% | -23.6% | -29.5% |
| All | -11.2% | +63.7% | -74.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling