+20.1%
ETR vs PFGC
-10.1%
+30.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -1.8% | -4.8% | +2.9% | -1.4% |
| 30D | -1.8% | -12.5% | +10.8% | -0.6% |
| 3M | -3.6% | -9.7% | +6.1% | -2.9% |
| 6M | +2.6% | +7.0% | -4.4% | +1.3% |
| YTD | +16.0% | +4.5% | +11.5% | +14.6% |
| 1Y | +20.1% | -11.6% | +31.7% | +21.1% |
| All | +20.1% | -10.1% | +30.2% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling