+271.2%
EW vs PFGC
+351.0%
-79.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +4.9% | +3.4% | +1.5% | +4.2% |
| 30D | +23.9% | +16.9% | +7.0% | +20.0% |
| 3M | +15.8% | +6.4% | +9.4% | +14.1% |
| 6M | +31.7% | +16.0% | +15.6% | +27.4% |
| YTD | +25.7% | +23.6% | +2.1% | +19.5% |
| 1Y | +24.4% | +16.6% | +7.8% | +19.7% |
| 3Y | +65.9% | +82.3% | -16.4% | +44.4% |
| 5Y | -7.6% | +138.7% | -146.3% | -24.7% |
| All | +271.2% | +351.0% | -79.8% | +157.9% |
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