+228.2%
C vs PFGC
+465.8%
-237.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -2.4% | +8.5% | -10.9% | -5.6% |
| 30D | -6.0% | +15.0% | -21.0% | -11.0% |
| 3M | -10.5% | -6.2% | -4.4% | -9.1% |
| 6M | -5.7% | +15.7% | -21.5% | -11.6% |
| YTD | +4.1% | +19.6% | -15.4% | -4.5% |
| 1Y | +20.5% | +13.2% | +7.3% | +12.5% |
| 3Y | +208.1% | +77.0% | +131.2% | +143.5% |
| 5Y | +110.4% | +121.5% | -11.0% | +48.5% |
| 10Y | +234.6% | +354.5% | -119.9% | +85.8% |
| All | +228.2% | +465.8% | -237.6% | +78.1% |
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