-69.4%
CAPR vs PFGC
+351.0%
-420.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.3% |
| 7D | +5.9% | +3.4% | +2.5% | +4.9% |
| 30D | +44.6% | +16.9% | +27.7% | +37.7% |
| 3M | +126.4% | +6.4% | +120.0% | +121.8% |
| 6M | -68.6% | +16.0% | -84.6% | -70.6% |
| YTD | -67.0% | +23.6% | -90.6% | -70.0% |
| 1Y | +65.2% | +16.6% | +48.6% | +52.3% |
| 3Y | +235.6% | +82.3% | +153.3% | +157.0% |
| 5Y | +175.4% | +138.7% | +36.7% | +84.6% |
| All | -69.4% | +351.0% | -420.4% | -86.2% |
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