-36.6%
EFX vs PFGC
+111.7%
-148.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | -9.4% | -3.7% | -5.7% | -8.1% |
| 30D | -6.9% | -16.0% | +9.1% | -1.1% |
| 3M | +0.1% | -4.1% | +4.3% | +1.5% |
| 6M | -17.3% | +8.7% | -26.0% | -20.2% |
| YTD | -21.8% | +6.4% | -28.2% | -24.8% |
| 1Y | -32.5% | -8.4% | -24.2% | -31.2% |
| 3Y | -12.3% | +61.8% | -74.1% | -28.7% |
| 5Y | -36.6% | +108.7% | -145.3% | -54.0% |
| All | -36.6% | +111.7% | -148.3% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling