+49.5%
EQT vs PFGC
+294.6%
-245.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.2% | -4.8% | +3.7% | -0.4% |
| 30D | +1.1% | -17.2% | +18.3% | +4.1% |
| 3M | +4.8% | -6.3% | +11.1% | +5.7% |
| 6M | -10.6% | +8.8% | -19.4% | -12.1% |
| YTD | +3.4% | +4.9% | -1.5% | +1.9% |
| 1Y | +8.7% | -9.5% | +18.2% | +9.6% |
| 3Y | +35.0% | +59.6% | -24.6% | +23.8% |
| 5Y | +204.2% | +113.5% | +90.7% | +165.1% |
| All | +49.5% | +294.6% | -245.1% | +15.9% |
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