+103.9%
ES vs PFGC
+419.1%
-315.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | -2.0% | -11.9% | +10.0% | -0.9% |
| 3M | +1.7% | +5.0% | -3.3% | +1.2% |
| 6M | -3.5% | +8.6% | -12.1% | -4.4% |
| YTD | +7.9% | +9.7% | -1.8% | +6.7% |
| 1Y | +17.2% | -6.3% | +23.5% | +17.4% |
| 3Y | +29.3% | +58.2% | -28.9% | +23.4% |
| 5Y | -5.7% | +110.4% | -116.2% | -12.8% |
| 10Y | +85.2% | +272.8% | -187.5% | +71.4% |
| All | +103.9% | +419.1% | -315.2% | +78.2% |
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