+424.6%
ETSY vs PFGC
+292.9%
+131.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -4.9% | -4.8% | -0.1% | -3.8% |
| 30D | -8.6% | -12.5% | +3.9% | -5.7% |
| 3M | +4.8% | -9.7% | +14.5% | +7.2% |
| 6M | +38.1% | +7.0% | +31.1% | +35.4% |
| YTD | +31.2% | +4.5% | +26.8% | +29.0% |
| 1Y | +22.1% | -11.6% | +33.7% | +24.8% |
| 3Y | +12.2% | +58.5% | -46.2% | +0.1% |
| 5Y | -66.5% | +112.6% | -179.1% | -71.6% |
| All | +424.6% | +292.9% | +131.7% | +310.8% |
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