+66.2%
PFGC vs ESTC
+18.2%
+48.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.2% |
| 7D | -2.2% | -8.1% | +5.9% | -1.7% |
| 30D | -11.9% | +31.7% | -43.6% | -14.0% |
| 3M | +5.0% | +41.1% | -36.0% | +1.8% |
| 6M | +8.6% | +77.1% | -68.5% | +3.0% |
| YTD | +9.7% | +21.7% | -12.0% | +7.6% |
| 1Y | -6.3% | +8.4% | -14.7% | -7.3% |
| All | +66.2% | +18.2% | +48.0% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling