+372.7%
BLK vs PFGC
+403.3%
-30.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | -4.8% | -16.0% | +11.2% | -0.6% |
| 3M | +6.5% | -4.1% | +10.6% | +7.3% |
| 6M | +13.1% | +8.7% | +4.4% | +10.2% |
| YTD | +1.8% | +6.4% | -4.5% | -0.7% |
| 1Y | -1.0% | -8.4% | +7.4% | +0.2% |
| 3Y | +66.0% | +61.8% | +4.2% | +44.8% |
| 5Y | +31.2% | +108.7% | -77.5% | +6.2% |
| 10Y | +278.5% | +298.1% | -19.6% | +157.2% |
| All | +372.7% | +403.3% | -30.6% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling