+402.7%
ETR vs PFGC
+419.1%
-16.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +1.4% | -2.2% | +3.6% | +1.8% |
| 30D | +1.0% | -11.9% | +12.9% | +2.8% |
| 3M | -1.3% | +5.0% | -6.3% | -2.1% |
| 6M | +1.9% | +8.6% | -6.7% | +0.3% |
| YTD | +18.2% | +9.7% | +8.5% | +16.0% |
| 1Y | +24.7% | -6.3% | +31.0% | +25.1% |
| 3Y | +150.7% | +58.2% | +92.5% | +131.8% |
| 5Y | +127.0% | +110.4% | +16.6% | +98.5% |
| 10Y | +295.5% | +272.8% | +22.7% | +222.6% |
| All | +402.7% | +419.1% | -16.4% | +282.6% |
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