+112.7%
PFGC vs ESTC
-46.4%
+159.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.1% |
| 7D | -2.2% | -8.1% | +5.9% | -1.2% |
| 30D | -11.9% | +31.7% | -43.6% | -15.8% |
| 3M | +5.0% | +41.1% | -36.0% | -0.8% |
| 6M | +8.6% | +77.1% | -68.5% | -1.4% |
| YTD | +9.7% | +21.7% | -12.0% | +4.8% |
| 1Y | -6.3% | +8.4% | -14.7% | -9.4% |
| 3Y | +58.2% | +23.6% | +34.6% | +41.7% |
| All | +112.7% | -46.4% | +159.1% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling