+977.1%
BE vs PFGC
+153.3%
+823.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.2% |
| 7D | +23.9% | -3.7% | +27.6% | +26.3% |
| 30D | +27.8% | -16.0% | +43.8% | +39.2% |
| 3M | +3.7% | -4.1% | +7.9% | +3.8% |
| 6M | +78.0% | +8.7% | +69.2% | +64.9% |
| YTD | +209.9% | +6.4% | +203.6% | +189.3% |
| 1Y | +389.6% | -8.4% | +398.0% | +394.3% |
| 3Y | +1,730.6% | +61.8% | +1,668.8% | +1,218.5% |
| 5Y | +1,227.8% | +108.7% | +1,119.1% | +714.7% |
| All | +977.1% | +153.3% | +823.8% | +388.2% |
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