+3.6%
ES vs PFGC
+121.6%
-118.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +1.9% | +8.5% | -6.6% | +0.6% |
| 30D | +7.1% | +15.0% | -7.9% | +4.9% |
| 3M | -1.9% | -6.2% | +4.2% | -1.3% |
| 6M | +4.4% | +15.7% | -11.4% | +2.0% |
| YTD | +7.3% | +19.6% | -12.2% | +4.0% |
| 1Y | +2.1% | +13.2% | -11.1% | -0.3% |
| 3Y | +41.8% | +77.0% | -35.1% | +29.4% |
| All | +3.6% | +121.6% | -118.0% | -7.6% |
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