+318.5%
ESI vs PFGC
+351.0%
-32.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +5.5% | +3.4% | +2.1% | +4.4% |
| 30D | -7.8% | +16.9% | -24.7% | -13.0% |
| 3M | -15.0% | +6.4% | -21.4% | -17.4% |
| 6M | -24.9% | +16.0% | -40.9% | -29.5% |
| YTD | +33.2% | +23.6% | +9.6% | +21.6% |
| 1Y | +24.9% | +16.6% | +8.3% | +16.3% |
| 3Y | +77.8% | +82.3% | -4.5% | +41.9% |
| 5Y | +37.1% | +138.7% | -101.6% | -1.0% |
| All | +318.5% | +351.0% | -32.5% | +132.6% |
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 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