-50.4%
COMP vs PFGC
+90.3%
-140.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.0% |
| 7D | +7.2% | +15.0% | -7.8% | -2.3% |
| 30D | +6.4% | +17.0% | -10.6% | -4.0% |
| 3M | -19.4% | -2.5% | -17.0% | -18.7% |
| 6M | +14.6% | +19.2% | -4.6% | +1.0% |
| YTD | -5.5% | +23.4% | -28.9% | -18.9% |
| 1Y | +13.7% | +13.9% | -0.2% | +2.3% |
| 3Y | +409.7% | +82.0% | +327.7% | +231.8% |
| 5Y | -17.0% | +128.7% | -145.7% | -54.5% |
| All | -50.4% | +90.3% | -140.8% | -69.4% |
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