+372.7%
ETR vs PFGC
+351.0%
+21.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +1.2% | +3.4% | -2.3% | +0.7% |
| 30D | +7.0% | +16.9% | -9.9% | +4.5% |
| 3M | +4.6% | +6.4% | -1.8% | +3.5% |
| 6M | +0.1% | +16.0% | -15.9% | -2.3% |
| YTD | +23.2% | +23.6% | -0.5% | +18.6% |
| 1Y | +20.6% | +16.6% | +4.0% | +17.1% |
| 3Y | +156.3% | +82.3% | +74.0% | +131.9% |
| 5Y | +159.6% | +138.7% | +20.9% | +122.8% |
| All | +372.7% | +351.0% | +21.7% | +289.7% |
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