+26.5%
EL vs PFGC
+300.0%
-273.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -2.4% | -3.7% | +1.4% | -1.5% |
| 30D | +13.7% | -16.0% | +29.6% | +18.4% |
| 3M | +14.5% | -4.1% | +18.6% | +15.4% |
| 6M | +7.4% | +8.7% | -1.3% | +4.9% |
| YTD | -4.7% | +6.4% | -11.0% | -6.7% |
| 1Y | +12.9% | -8.4% | +21.3% | +14.3% |
| 3Y | -32.2% | +61.8% | -94.0% | -40.2% |
| 5Y | -68.4% | +108.7% | -177.1% | -73.9% |
| All | +26.5% | +300.0% | -273.5% | -5.9% |
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