+51.8%
BEN vs PFGC
+292.9%
-241.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -4.8% | +1.6% | -2.0% |
| 30D | +0.2% | -12.5% | +12.7% | +3.3% |
| 3M | +6.8% | -9.7% | +16.6% | +9.2% |
| 6M | +38.1% | +7.0% | +31.1% | +35.3% |
| YTD | +44.3% | +4.5% | +39.9% | +41.6% |
| 1Y | +42.6% | -11.6% | +54.2% | +45.3% |
| 3Y | +52.3% | +58.5% | -6.2% | +35.0% |
| 5Y | +37.6% | +112.6% | -74.9% | +13.5% |
| All | +51.8% | +292.9% | -241.1% | +21.3% |
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