+62.0%
EL vs PFGC
+484.2%
-422.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +7.6% | +15.0% | -7.4% | +4.1% |
| 30D | +15.7% | +17.0% | -1.3% | +11.3% |
| 3M | +30.5% | -2.5% | +33.0% | +30.9% |
| 6M | +32.5% | +19.2% | +13.3% | +26.6% |
| YTD | +9.4% | +23.4% | -14.0% | +3.3% |
| 1Y | +28.4% | +13.9% | +14.5% | +23.3% |
| 3Y | +4.4% | +82.0% | -77.6% | -10.3% |
| 5Y | -64.5% | +128.7% | -193.2% | -71.2% |
| 10Y | +64.9% | +361.5% | -296.7% | +16.8% |
| All | +62.0% | +484.2% | -422.2% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling