+207.0%
C vs PFGC
+351.0%
-143.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +4.2% | +3.4% | +0.8% | +2.9% |
| 30D | +2.0% | +16.9% | -14.9% | -4.2% |
| 3M | -10.1% | +6.4% | -16.5% | -12.7% |
| 6M | +1.0% | +16.0% | -15.0% | -5.6% |
| YTD | +8.5% | +23.6% | -15.2% | -2.1% |
| 1Y | +25.7% | +16.6% | +9.1% | +15.9% |
| 3Y | +216.0% | +82.3% | +133.7% | +144.9% |
| 5Y | +112.3% | +138.7% | -26.4% | +44.0% |
| All | +207.0% | +351.0% | -143.9% | +74.8% |
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 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