+160.0%
ETR vs PFGC
+131.6%
+28.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.2% |
| 30D | +7.7% | +17.4% | -9.7% | +4.7% |
| 3M | +5.7% | -2.4% | +8.1% | +5.8% |
| 6M | -0.3% | +18.2% | -18.5% | -3.5% |
| YTD | +23.4% | +23.7% | -0.3% | +18.0% |
| 1Y | +18.5% | +15.0% | +3.5% | +14.8% |
| 3Y | +155.6% | +82.3% | +73.2% | +127.4% |
| All | +160.0% | +131.6% | +28.4% | +122.0% |
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