+537.4%
EWT vs PFGC
+485.1%
+52.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +9.1% | +3.4% | +5.7% | +8.6% |
| 30D | -12.2% | +16.9% | -29.1% | -14.4% |
| 3M | -9.4% | +6.4% | -15.8% | -10.5% |
| 6M | +2.7% | +16.0% | -13.4% | -0.1% |
| YTD | +53.3% | +23.6% | +29.6% | +47.5% |
| 1Y | +59.2% | +16.6% | +42.6% | +54.4% |
| 3Y | +157.1% | +82.3% | +74.8% | +132.4% |
| 5Y | +119.6% | +138.7% | -19.1% | +89.4% |
| 10Y | +446.9% | +352.8% | +94.1% | +323.6% |
| All | +537.4% | +485.1% | +52.3% | +371.3% |
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 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