+180.1%
ESI vs PFGC
+484.2%
-304.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.6% | +15.0% | -21.6% | -11.3% |
| 30D | -9.8% | +17.0% | -26.8% | -15.0% |
| 3M | -11.9% | -2.5% | -9.5% | -12.1% |
| 6M | -25.1% | +19.2% | -44.3% | -30.4% |
| YTD | +31.9% | +23.4% | +8.5% | +20.3% |
| 1Y | +19.2% | +13.9% | +5.3% | +11.7% |
| 3Y | +76.2% | +82.0% | -5.8% | +40.3% |
| 5Y | +39.4% | +128.7% | -89.3% | +1.4% |
| 10Y | +304.9% | +361.5% | -56.6% | +106.4% |
| All | +180.1% | +484.2% | -304.1% | +17.0% |
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