+86.3%
ESI vs PFGC
+63.1%
+23.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.2% |
| 7D | +5.4% | -2.4% | +7.8% | +6.3% |
| 30D | -4.2% | -15.8% | +11.6% | +1.8% |
| 3M | -9.6% | -0.6% | -9.0% | -10.8% |
| 6M | +18.3% | +10.7% | +7.7% | +11.0% |
| YTD | +45.8% | +7.6% | +38.2% | +36.9% |
| 1Y | +39.2% | -7.8% | +47.0% | +40.5% |
| 3Y | +86.3% | +63.7% | +22.5% | +47.5% |
| All | +86.3% | +63.1% | +23.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling