+270.0%
PFGC vs ESTC
+24.7%
+245.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.5% | -2.6% | +4.1% | +2.0% |
| 30D | +17.4% | -8.6% | +26.0% | +19.0% |
| 3M | -2.4% | +14.4% | -16.8% | -6.3% |
| 6M | +18.2% | +73.3% | -55.1% | +3.4% |
| YTD | +23.7% | +15.7% | +7.9% | +16.0% |
| 1Y | +15.0% | -7.6% | +22.5% | +12.6% |
| 3Y | +82.3% | +14.6% | +67.8% | +57.9% |
| 5Y | +131.9% | -50.0% | +182.0% | +130.4% |
| All | +270.0% | +24.7% | +245.2% | +104.8% |
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