-64.4%
EL vs PFGC
+129.3%
-193.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +7.6% | +15.0% | -7.4% | +1.5% |
| 30D | +15.7% | +17.0% | -1.3% | +8.1% |
| 3M | +30.5% | -2.5% | +33.0% | +31.1% |
| 6M | +32.5% | +19.2% | +13.3% | +22.1% |
| YTD | +9.4% | +23.4% | -14.0% | -1.7% |
| 1Y | +28.4% | +13.9% | +14.5% | +19.1% |
| 3Y | +4.4% | +82.0% | -77.6% | -22.7% |
| All | -64.4% | +129.3% | -193.7% | -76.5% |
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