+228.1%
PFGC vs ESTC
+31.2%
+197.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | -2.2% | -8.1% | +5.9% | -0.7% |
| 30D | -11.9% | +31.7% | -43.6% | -17.4% |
| 3M | +5.0% | +41.1% | -36.0% | -3.2% |
| 6M | +8.6% | +77.1% | -68.5% | -5.4% |
| YTD | +9.7% | +21.7% | -12.0% | +2.4% |
| 1Y | -6.3% | +8.4% | -14.7% | -11.1% |
| 3Y | +58.2% | +23.6% | +34.6% | +34.7% |
| 5Y | +110.4% | -46.5% | +156.9% | +105.5% |
| All | +228.1% | +31.2% | +197.0% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling