+16.8%
A vs PFGC
+135.8%
-118.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.9% |
| 7D | +4.8% | +10.8% | -6.1% | +1.3% |
| 30D | +5.6% | +17.8% | -12.2% | +0.2% |
| 3M | +23.6% | -2.7% | +26.3% | +24.2% |
| 6M | +56.4% | +20.0% | +36.3% | +46.6% |
| YTD | +33.4% | +24.3% | +9.1% | +22.4% |
| 1Y | +23.7% | +13.2% | +10.5% | +17.2% |
| 3Y | +71.0% | +85.9% | -14.9% | +34.3% |
| 5Y | +16.8% | +141.0% | -124.2% | -17.6% |
| All | +16.8% | +135.8% | -118.9% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling