+331.1%
EW vs PFGC
+465.8%
-134.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | +11.0% | +8.5% | +2.5% | +9.0% |
| 30D | +19.1% | +15.0% | +4.1% | +15.6% |
| 3M | +14.4% | -6.2% | +20.5% | +15.5% |
| 6M | +22.8% | +15.7% | +7.0% | +18.7% |
| YTD | +19.8% | +19.6% | +0.3% | +14.6% |
| 1Y | +23.9% | +13.2% | +10.7% | +19.7% |
| 3Y | +52.2% | +77.0% | -24.7% | +32.9% |
| 5Y | -13.9% | +121.5% | -135.4% | -29.2% |
| 10Y | +241.9% | +354.5% | -112.7% | +125.8% |
| All | +331.1% | +465.8% | -134.7% | +167.7% |
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