-14.6%
EW vs PFGC
+121.6%
-136.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.9% |
| 7D | +11.0% | +8.5% | +2.5% | +8.3% |
| 30D | +19.1% | +15.0% | +4.1% | +14.3% |
| 3M | +14.4% | -6.2% | +20.5% | +15.9% |
| 6M | +22.8% | +15.7% | +7.0% | +17.2% |
| YTD | +19.8% | +19.6% | +0.3% | +12.5% |
| 1Y | +23.9% | +13.2% | +10.7% | +18.1% |
| 3Y | +52.2% | +77.0% | -24.7% | +23.3% |
| All | -14.6% | +121.6% | -136.2% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling