+248.9%
A vs PFGC
+287.3%
-38.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -4.4% | -3.7% | -0.7% | -3.8% |
| 30D | -2.7% | -16.0% | +13.3% | -0.1% |
| 3M | +7.0% | -4.1% | +11.2% | +7.6% |
| 6M | +24.6% | +8.7% | +15.9% | +22.8% |
| YTD | +7.0% | +6.4% | +0.7% | +5.5% |
| 1Y | +15.6% | -8.4% | +23.9% | +16.4% |
| 3Y | +29.9% | +61.8% | -31.8% | +20.1% |
| 5Y | -15.4% | +108.7% | -124.1% | -24.9% |
| 10Y | +248.9% | +298.1% | -49.3% | +194.9% |
| All | +248.9% | +287.3% | -38.5% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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