+409.4%
PFGC vs EFV
+176.4%
+233.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.1% |
| 7D | -2.4% | +1.0% | -3.4% | -3.6% |
| 30D | -15.8% | +0.2% | -15.9% | -16.0% |
| 3M | -0.6% | +9.6% | -10.2% | -11.1% |
| 6M | +10.7% | +14.0% | -3.4% | -5.9% |
| YTD | +7.6% | +18.5% | -10.8% | -12.9% |
| 1Y | -7.8% | +27.9% | -35.7% | -32.2% |
| 3Y | +63.7% | +92.4% | -28.7% | -29.5% |
| 5Y | +112.3% | +97.2% | +15.1% | -11.7% |
| 10Y | +286.7% | +163.0% | +123.7% | +19.9% |
| All | +409.4% | +176.4% | +233.0% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling