+176.1%
ET vs PFGC
+294.6%
-118.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.6% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | +4.6% | -17.2% | +21.8% | +10.3% |
| 3M | +16.0% | -6.3% | +22.4% | +17.9% |
| 6M | +22.8% | +8.8% | +14.0% | +18.7% |
| YTD | +38.9% | +4.9% | +33.9% | +35.0% |
| 1Y | +34.1% | -9.5% | +43.6% | +35.9% |
| 3Y | +98.8% | +59.6% | +39.2% | +68.0% |
| 5Y | +246.8% | +113.5% | +133.3% | +159.0% |
| All | +176.1% | +294.6% | -118.5% | +60.5% |
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