+52.2%
EW vs PFGC
+77.4%
-25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +11.0% | +8.5% | +2.5% | +9.3% |
| 30D | +19.1% | +15.0% | +4.1% | +16.1% |
| 3M | +14.4% | -6.2% | +20.5% | +15.1% |
| 6M | +22.8% | +15.7% | +7.0% | +19.4% |
| YTD | +19.8% | +19.6% | +0.3% | +15.5% |
| 1Y | +23.9% | +13.2% | +10.7% | +20.6% |
| 3Y | +52.2% | +77.0% | -24.7% | +48.0% |
| All | +52.2% | +77.4% | -25.2% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling