+286.5%
C vs PFGC
+273.4%
+13.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | +3.2% | -2.4% | +5.6% | +4.1% |
| 30D | +1.3% | -15.8% | +17.1% | +7.7% |
| 3M | +3.1% | -0.6% | +3.7% | +2.8% |
| 6M | +29.6% | +10.7% | +19.0% | +23.6% |
| YTD | +19.0% | +7.6% | +11.3% | +13.7% |
| 1Y | +45.6% | -7.8% | +53.5% | +47.3% |
| 3Y | +269.3% | +63.7% | +205.6% | +199.4% |
| 5Y | +131.6% | +112.3% | +19.3% | +64.6% |
| 10Y | +286.5% | +286.7% | -0.2% | +132.4% |
| All | +286.5% | +273.4% | +13.1% | +132.4% |
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