+295.3%
ESI vs PFGC
+294.6%
+0.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.1% |
| 7D | -2.3% | -4.8% | +2.5% | -0.7% |
| 30D | -9.0% | -17.2% | +8.2% | -3.5% |
| 3M | -13.3% | -6.3% | -6.9% | -11.9% |
| 6M | +5.3% | +8.8% | -3.6% | +1.5% |
| YTD | +37.6% | +4.9% | +32.7% | +33.6% |
| 1Y | +33.6% | -9.5% | +43.1% | +36.0% |
| 3Y | +75.8% | +59.6% | +16.2% | +47.6% |
| 5Y | +68.6% | +113.5% | -44.9% | +27.2% |
| All | +295.3% | +294.6% | +0.7% | +129.5% |
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