+222.0%
PFGC vs ESTC
+26.3%
+195.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.7% |
| 30D | -15.8% | +17.7% | -33.5% | -19.1% |
| 3M | -0.6% | +42.3% | -42.9% | -8.5% |
| 6M | +10.7% | +64.6% | -53.9% | -2.1% |
| YTD | +7.6% | +17.2% | -9.6% | +1.2% |
| 1Y | -7.8% | -4.2% | -3.6% | -10.2% |
| 3Y | +63.7% | +13.5% | +50.2% | +42.3% |
| 5Y | +112.3% | -45.5% | +157.8% | +105.3% |
| All | +222.0% | +26.3% | +195.7% | +78.8% |
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