+312.3%
A vs PFGC
+363.4%
-51.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.1% | +1.5% | -1.6% | -0.3% |
| 30D | +3.3% | +17.4% | -14.1% | +0.7% |
| 3M | +18.5% | -2.4% | +21.0% | +18.7% |
| 6M | +59.3% | +18.2% | +41.1% | +54.8% |
| YTD | +31.0% | +23.7% | +7.3% | +26.0% |
| 1Y | +19.3% | +15.0% | +4.4% | +16.0% |
| 3Y | +66.8% | +82.3% | -15.5% | +51.1% |
| 5Y | +15.5% | +131.9% | -116.4% | +0.6% |
| 10Y | +312.3% | +353.0% | -40.6% | +248.8% |
| All | +312.3% | +363.4% | -51.0% | +248.8% |
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