+208.5%
B vs PFGC
+292.0%
-83.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.5% |
| 30D | +1.4% | -15.8% | +17.1% | +2.2% |
| 3M | +12.2% | -0.6% | +12.8% | +12.2% |
| 6M | -2.1% | +10.7% | -12.8% | -2.7% |
| YTD | +2.9% | +7.6% | -4.7% | +2.4% |
| 1Y | +55.3% | -7.8% | +63.1% | +55.6% |
| 3Y | +198.7% | +63.7% | +135.0% | +190.4% |
| 5Y | +153.8% | +112.3% | +41.5% | +143.5% |
| All | +208.5% | +292.0% | -83.5% | +201.5% |
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