+285.5%
PFGC vs EFV
+169.9%
+115.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.8% |
| 7D | -4.8% | -0.8% | -3.9% | -3.8% |
| 30D | -12.5% | +0.6% | -13.2% | -13.3% |
| 3M | -9.7% | +7.5% | -17.3% | -18.2% |
| 6M | +7.0% | +13.0% | -6.0% | -9.5% |
| YTD | +4.5% | +18.3% | -13.8% | -17.2% |
| 1Y | -11.6% | +26.7% | -38.3% | -36.3% |
| 3Y | +58.5% | +89.6% | -31.1% | -36.8% |
| 5Y | +112.6% | +98.2% | +14.4% | -21.3% |
| All | +285.5% | +169.9% | +115.6% | -0.3% |
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