+48.3%
EL vs PFGC
+419.1%
-370.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +0.8% | -2.2% | +3.0% | +1.3% |
| 30D | +19.8% | -11.9% | +31.8% | +23.3% |
| 3M | +25.7% | +5.0% | +20.7% | +24.0% |
| 6M | +5.4% | +8.6% | -3.2% | +3.1% |
| YTD | +0.2% | +9.7% | -9.5% | -2.6% |
| 1Y | +20.4% | -6.3% | +26.7% | +21.2% |
| 3Y | -32.1% | +58.2% | -90.3% | -39.7% |
| 5Y | -67.2% | +110.4% | -177.6% | -72.9% |
| 10Y | +31.7% | +272.8% | -241.0% | -2.7% |
| All | +48.3% | +419.1% | -370.8% | +4.7% |
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