+220.1%
C vs PFGC
+360.0%
-139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.0% | -1.5% | +1.0% |
| 7D | -0.9% | +10.8% | -11.8% | -5.0% |
| 30D | -5.4% | +17.8% | -23.2% | -11.3% |
| 3M | -9.2% | -2.7% | -6.4% | -8.9% |
| 6M | -1.8% | +20.0% | -21.8% | -9.4% |
| YTD | +6.7% | +24.3% | -17.6% | -3.8% |
| 1Y | +23.5% | +13.2% | +10.3% | +15.2% |
| 3Y | +219.8% | +85.9% | +133.9% | +146.2% |
| 5Y | +112.4% | +141.0% | -28.6% | +43.6% |
| 10Y | +220.1% | +370.6% | -150.5% | +83.5% |
| All | +220.1% | +360.0% | -139.9% | +83.5% |
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