+59.2%
PFGC vs EFV
+88.2%
-29.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -4.8% | -2.0% | -2.8% | -3.5% |
| 30D | -17.2% | -0.2% | -17.0% | -17.1% |
| 3M | -6.3% | +9.1% | -15.5% | -11.8% |
| 6M | +8.8% | +11.7% | -2.9% | +0.8% |
| YTD | +4.9% | +17.0% | -12.1% | -6.0% |
| 1Y | -9.5% | +26.7% | -36.2% | -23.3% |
| All | +59.2% | +88.2% | -29.0% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling