+96.8%
ET vs PFGC
+63.1%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.9% |
| 30D | +6.9% | -15.8% | +22.6% | +10.8% |
| 3M | +13.1% | -0.6% | +13.7% | +12.7% |
| 6M | +18.7% | +10.7% | +8.0% | +14.8% |
| YTD | +37.4% | +7.6% | +29.8% | +33.0% |
| 1Y | +34.8% | -7.8% | +42.6% | +37.2% |
| 3Y | +96.8% | +63.7% | +33.1% | +66.9% |
| All | +96.8% | +63.1% | +33.7% | +66.9% |
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 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