+339.0%
EW vs PFGC
+484.2%
-145.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +9.3% | +15.0% | -5.7% | +6.1% |
| 30D | +22.1% | +17.0% | +5.1% | +18.1% |
| 3M | +13.0% | -2.5% | +15.5% | +13.3% |
| 6M | +30.1% | +19.2% | +10.9% | +25.1% |
| YTD | +22.0% | +23.4% | -1.4% | +15.9% |
| 1Y | +23.7% | +13.9% | +9.8% | +19.4% |
| 3Y | +62.0% | +82.0% | -20.0% | +40.6% |
| 5Y | -12.4% | +128.7% | -141.1% | -28.4% |
| 10Y | +236.1% | +361.5% | -125.5% | +121.8% |
| All | +339.0% | +484.2% | -145.3% | +170.9% |
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 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