+634.3%
EWT vs PFGC
+419.1%
+215.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +4.0% | -2.2% | +6.2% | +4.3% |
| 30D | +10.3% | -11.9% | +22.2% | +12.3% |
| 3M | +6.1% | +5.0% | +1.1% | +5.0% |
| 6M | +56.6% | +8.6% | +48.0% | +54.1% |
| YTD | +76.6% | +9.7% | +66.9% | +73.2% |
| 1Y | +97.9% | -6.3% | +104.2% | +98.4% |
| 3Y | +198.0% | +58.2% | +139.8% | +175.3% |
| 5Y | +151.8% | +110.4% | +41.3% | +121.2% |
| 10Y | +514.1% | +272.8% | +241.4% | +390.5% |
| All | +634.3% | +419.1% | +215.2% | +453.7% |
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