+363.2%
PFGC vs EFV
+163.3%
+199.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.6% |
| 7D | +3.4% | +2.5% | +0.9% | +0.1% |
| 30D | +16.9% | +2.9% | +14.0% | +13.1% |
| 3M | +6.4% | -1.4% | +7.8% | +8.6% |
| 6M | +16.0% | +5.5% | +10.5% | +7.7% |
| YTD | +23.6% | +16.1% | +7.6% | +0.5% |
| 1Y | +16.6% | +20.3% | -3.7% | -9.8% |
| 3Y | +82.3% | +90.4% | -8.2% | -28.3% |
| 5Y | +138.7% | +93.5% | +45.2% | -9.0% |
| All | +363.2% | +163.3% | +199.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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