+163.4%
ET vs PFGC
+346.1%
-182.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | +3.0% | +0.3% | +2.8% | +2.9% |
| 30D | -3.5% | +16.1% | -19.6% | -8.1% |
| 3M | -5.6% | +2.4% | -8.0% | -6.9% |
| 6M | +0.5% | +15.7% | -15.2% | -4.8% |
| YTD | +26.3% | +22.3% | +4.1% | +16.6% |
| 1Y | +25.7% | +13.9% | +11.8% | +18.4% |
| 3Y | +85.1% | +80.3% | +4.8% | +49.9% |
| 5Y | +216.4% | +136.1% | +80.3% | +128.1% |
| All | +163.4% | +346.1% | -182.7% | +45.9% |
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