+158.8%
ET vs PFGC
+419.1%
-260.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.5% |
| 30D | +7.5% | -11.9% | +19.4% | +11.4% |
| 3M | +11.4% | +5.0% | +6.4% | +9.4% |
| 6M | +18.5% | +8.6% | +9.9% | +14.7% |
| YTD | +37.4% | +9.7% | +27.7% | +31.9% |
| 1Y | +30.9% | -6.3% | +37.2% | +31.4% |
| 3Y | +98.7% | +58.2% | +40.5% | +68.5% |
| 5Y | +230.7% | +110.4% | +120.3% | +148.7% |
| 10Y | +175.6% | +272.8% | -97.2% | +58.7% |
| All | +158.8% | +419.1% | -260.3% | +28.9% |
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 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