-67.4%
EL vs PFGC
+110.5%
-177.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.4% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | +15.5% | -15.8% | +31.3% | +23.4% |
| 3M | +20.6% | -0.6% | +21.1% | +20.2% |
| 6M | +10.5% | +10.7% | -0.2% | +5.1% |
| YTD | -1.9% | +7.6% | -9.5% | -6.3% |
| 1Y | +16.1% | -7.8% | +23.9% | +18.0% |
| 3Y | -30.2% | +63.7% | -93.9% | -45.4% |
| 5Y | -67.4% | +112.3% | -179.6% | -77.5% |
| All | -67.4% | +110.5% | -177.9% | -77.5% |
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