+368.4%
ALL vs PFGC
+366.4%
+2.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -0.1% | +15.0% | -15.2% | -2.8% |
| 30D | +13.8% | +17.0% | -3.2% | +10.4% |
| 3M | -2.8% | -2.5% | -0.3% | -2.6% |
| 6M | +23.7% | +19.2% | +4.5% | +19.4% |
| YTD | +27.3% | +23.4% | +3.8% | +21.4% |
| 1Y | +30.5% | +13.9% | +16.7% | +26.4% |
| 3Y | +113.0% | +82.0% | +31.0% | +87.8% |
| 5Y | +157.6% | +128.7% | +28.9% | +114.6% |
| 10Y | +368.4% | +361.5% | +6.8% | +271.6% |
| All | +368.4% | +366.4% | +2.0% | +271.6% |
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 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