+127.0%
EW vs PFGC
+292.0%
-165.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.7% | -3.2% |
| 7D | -4.4% | -2.4% | -2.0% | -4.0% |
| 30D | -3.3% | -15.8% | +12.4% | -0.1% |
| 3M | +1.0% | -0.6% | +1.6% | +1.0% |
| 6M | +6.2% | +10.7% | -4.4% | +3.7% |
| YTD | +1.7% | +7.6% | -5.9% | -0.4% |
| 1Y | +8.1% | -7.8% | +15.9% | +9.1% |
| 3Y | +17.1% | +63.7% | -46.6% | +4.1% |
| 5Y | -29.4% | +112.3% | -141.6% | -41.3% |
| All | +127.0% | +292.0% | -165.0% | +56.6% |
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 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