+131.9%
AS vs PFGC
+52.8%
+79.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -3.0% | +1.5% | -4.5% | -3.8% |
| 30D | +9.6% | +17.4% | -7.9% | +0.1% |
| 3M | -8.2% | -2.4% | -5.8% | -7.5% |
| 6M | -9.9% | +18.2% | -28.1% | -19.2% |
| YTD | -16.8% | +23.7% | -40.5% | -28.9% |
| 1Y | +3.0% | +15.0% | -12.0% | -7.7% |
| All | +131.9% | +52.8% | +79.2% | +65.9% |
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