+242.6%
ET vs PFGC
+114.2%
+128.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | +6.9% | -15.8% | +22.6% | +11.0% |
| 3M | +13.1% | -0.6% | +13.7% | +12.8% |
| 6M | +18.7% | +10.7% | +8.0% | +15.0% |
| YTD | +37.4% | +7.6% | +29.8% | +33.4% |
| 1Y | +34.8% | -7.8% | +42.6% | +36.2% |
| 3Y | +96.8% | +63.7% | +33.1% | +69.7% |
| All | +242.6% | +114.2% | +128.3% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling