+364.8%
ALL vs PFGC
+287.3%
+77.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -2.2% | -3.7% | +1.5% | -1.5% |
| 30D | -5.6% | -16.0% | +10.4% | -2.5% |
| 3M | +17.2% | -4.1% | +21.4% | +18.1% |
| 6M | +23.2% | +8.7% | +14.5% | +21.0% |
| YTD | +23.6% | +6.4% | +17.2% | +21.4% |
| 1Y | +29.2% | -8.4% | +37.5% | +30.4% |
| 3Y | +153.8% | +61.8% | +92.1% | +129.2% |
| 5Y | +116.1% | +108.7% | +7.4% | +83.4% |
| 10Y | +364.8% | +298.1% | +66.7% | +275.3% |
| All | +364.8% | +287.3% | +77.5% | +275.3% |
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