+513.6%
EWT vs PFGC
+292.9%
+220.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | -1.1% | -4.8% | +3.6% | -0.4% |
| 30D | +4.5% | -12.5% | +17.0% | +6.5% |
| 3M | +8.3% | -9.7% | +18.0% | +9.6% |
| 6M | +54.2% | +7.0% | +47.2% | +52.1% |
| YTD | +74.6% | +4.5% | +70.1% | +72.5% |
| 1Y | +84.9% | -11.6% | +96.5% | +87.0% |
| 3Y | +197.5% | +58.5% | +139.0% | +175.1% |
| 5Y | +150.6% | +112.6% | +38.0% | +120.5% |
| All | +513.6% | +292.9% | +220.7% | +403.3% |
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 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