+24.9%
ESI vs PFGC
+12.5%
+12.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +13.5% | -18.2% | -5.3% |
| 7D | -6.6% | +13.9% | -20.4% | -7.4% |
| 30D | -10.9% | +18.4% | -29.3% | -12.4% |
| 3M | -13.8% | -2.5% | -11.3% | -12.5% |
| 6M | -21.5% | +26.0% | -47.6% | -27.0% |
| YTD | +34.7% | +21.9% | +12.8% | +24.3% |
| 1Y | +24.9% | +13.4% | +11.5% | +20.6% |
| All | +24.9% | +12.5% | +12.4% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling