-77.3%
CAPR vs PFGC
+287.3%
-364.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -12.6% | -3.7% | -8.9% | -11.6% |
| 30D | +124.4% | -16.0% | +140.4% | +136.3% |
| 3M | -66.8% | -4.1% | -62.6% | -67.0% |
| 6M | -71.8% | +8.7% | -80.5% | -73.1% |
| YTD | -70.1% | +6.4% | -76.4% | -71.5% |
| 1Y | +33.3% | -8.4% | +41.7% | +32.8% |
| 3Y | +36.7% | +61.8% | -25.0% | +8.6% |
| 5Y | +72.5% | +108.7% | -36.3% | +19.6% |
| 10Y | -77.3% | +298.1% | -375.4% | -88.9% |
| All | -77.3% | +287.3% | -364.6% | -88.9% |
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