+453.6%
ALL vs PFGC
+488.3%
-34.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.1% |
| 7D | -3.9% | +10.8% | -14.7% | -5.8% |
| 30D | +10.6% | +17.8% | -7.2% | +7.2% |
| 3M | -4.6% | -2.7% | -1.8% | -4.3% |
| 6M | +20.2% | +20.0% | +0.2% | +16.0% |
| YTD | +23.7% | +24.3% | -0.6% | +18.0% |
| 1Y | +27.9% | +13.2% | +14.7% | +24.0% |
| 3Y | +109.2% | +85.9% | +23.2% | +84.3% |
| 5Y | +148.0% | +141.0% | +7.0% | +105.7% |
| 10Y | +363.8% | +370.6% | -6.8% | +253.0% |
| All | +453.6% | +488.3% | -34.6% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling