+271.8%
PFGC vs ESTC
+28.9%
+242.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +3.1% |
| 7D | +10.8% | -1.2% | +12.0% | +11.0% |
| 30D | +17.8% | -8.1% | +25.9% | +19.3% |
| 3M | -2.7% | +20.2% | -22.9% | -7.5% |
| 6M | +20.0% | +72.7% | -52.7% | +5.1% |
| YTD | +24.3% | +19.6% | +4.7% | +15.8% |
| 1Y | +13.2% | +0.3% | +12.9% | +9.0% |
| 3Y | +85.9% | +22.8% | +63.1% | +58.5% |
| 5Y | +141.0% | -50.9% | +191.9% | +141.3% |
| All | +271.8% | +28.9% | +242.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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