+126.1%
ETR vs PFGC
+111.7%
+14.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | +2.0% | -16.0% | +18.0% | +4.8% |
| 3M | -1.7% | -4.1% | +2.5% | -1.2% |
| 6M | +3.6% | +8.7% | -5.1% | +1.7% |
| YTD | +18.0% | +6.4% | +11.7% | +16.1% |
| 1Y | +26.2% | -8.4% | +34.6% | +27.2% |
| 3Y | +148.0% | +61.8% | +86.2% | +126.4% |
| 5Y | +126.1% | +108.7% | +17.3% | +97.2% |
| All | +126.1% | +111.7% | +14.4% | +97.2% |
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