+208.6%
B vs PFGC
+366.4%
-157.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.1% |
| 7D | +7.1% | +15.0% | -7.9% | +6.3% |
| 30D | -3.3% | +17.0% | -20.3% | -4.2% |
| 3M | -2.5% | -2.5% | -0.1% | -2.5% |
| 6M | -7.2% | +19.2% | -26.4% | -8.2% |
| YTD | -7.4% | +23.4% | -30.8% | -8.6% |
| 1Y | +16.4% | +13.9% | +2.6% | +15.3% |
| 3Y | +178.7% | +82.0% | +96.7% | +169.0% |
| 5Y | +121.7% | +128.7% | -7.0% | +111.2% |
| 10Y | +208.6% | +361.5% | -152.9% | +198.6% |
| All | +208.6% | +366.4% | -157.8% | +198.6% |
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