+211.9%
B vs PFGC
+287.3%
-75.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.0% | -3.7% | +4.8% | +1.2% |
| 30D | +9.5% | -16.0% | +25.5% | +10.5% |
| 3M | +14.3% | -4.1% | +18.5% | +14.5% |
| 6M | -1.9% | +8.7% | -10.6% | -2.4% |
| YTD | +4.1% | +6.4% | -2.3% | +3.6% |
| 1Y | +56.1% | -8.4% | +64.5% | +56.4% |
| 3Y | +202.0% | +61.8% | +140.3% | +193.8% |
| 5Y | +158.8% | +108.7% | +50.1% | +148.5% |
| 10Y | +211.9% | +298.1% | -86.2% | +205.0% |
| All | +211.9% | +287.3% | -75.4% | +205.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling