+431.9%
ETSY vs PFGC
+409.4%
+22.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -3.0% | -4.4% |
| 7D | -10.9% | -2.4% | -8.5% | -10.4% |
| 30D | -14.9% | -15.8% | +0.9% | -11.4% |
| 3M | +5.8% | -0.6% | +6.4% | +5.8% |
| 6M | +29.1% | +10.7% | +18.4% | +25.7% |
| YTD | +31.3% | +7.6% | +23.7% | +28.2% |
| 1Y | +25.1% | -7.8% | +32.9% | +26.7% |
| 3Y | +8.5% | +63.7% | -55.2% | -4.0% |
| 5Y | -66.1% | +112.3% | -178.4% | -71.4% |
| 10Y | +410.3% | +286.7% | +123.6% | +288.7% |
| All | +431.9% | +409.4% | +22.5% | +289.1% |
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 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