+275.1%
BLK vs PFGC
+292.9%
-17.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | -3.3% | -4.8% | +1.4% | -2.1% |
| 30D | -6.5% | -12.5% | +6.0% | -3.3% |
| 3M | +6.7% | -9.7% | +16.5% | +9.3% |
| 6M | +14.7% | +7.0% | +7.7% | +12.2% |
| YTD | +2.5% | +4.5% | -1.9% | +0.4% |
| 1Y | -2.8% | -11.6% | +8.8% | -0.7% |
| 3Y | +65.9% | +58.5% | +7.4% | +45.2% |
| 5Y | +33.0% | +112.6% | -79.6% | +6.9% |
| All | +275.1% | +292.9% | -17.8% | +164.4% |
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