+77.0%
PFGC vs ESTC
+18.0%
+59.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.1% |
| 7D | +8.5% | -11.5% | +20.0% | +9.4% |
| 30D | +15.0% | -7.5% | +22.5% | +15.4% |
| 3M | -6.2% | +23.1% | -29.2% | -8.2% |
| 6M | +15.7% | +75.3% | -59.5% | +9.4% |
| YTD | +19.6% | +14.1% | +5.4% | +17.5% |
| 1Y | +13.2% | -0.6% | +13.8% | +12.8% |
| 3Y | +77.0% | +20.8% | +56.1% | +75.6% |
| All | +77.0% | +18.0% | +59.0% | +75.6% |
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 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