+44.3%
AR vs PFGC
+287.3%
-243.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -1.2% | -3.7% | +2.5% | -0.3% |
| 30D | +5.5% | -16.0% | +21.5% | +9.9% |
| 3M | +12.9% | -4.1% | +17.0% | +13.8% |
| 6M | +0.1% | +8.7% | -8.6% | -2.7% |
| YTD | +13.5% | +6.4% | +7.2% | +10.3% |
| 1Y | +21.6% | -8.4% | +29.9% | +22.4% |
| 3Y | +46.0% | +61.8% | -15.8% | +27.0% |
| 5Y | +143.7% | +108.7% | +35.0% | +95.8% |
| 10Y | +44.3% | +298.1% | -253.8% | +10.3% |
| All | +44.3% | +287.3% | -243.0% | +10.3% |
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