-50.2%
COMP vs PFGC
+88.5%
-138.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | +8.9% | +0.3% | +8.6% | +8.7% |
| 30D | +14.0% | +16.1% | -2.2% | +3.3% |
| 3M | -21.1% | +2.4% | -23.5% | -22.7% |
| 6M | +20.1% | +15.7% | +4.4% | +8.0% |
| YTD | -5.0% | +22.3% | -27.3% | -18.0% |
| 1Y | +5.7% | +13.9% | -8.2% | -4.8% |
| 3Y | +412.2% | +80.3% | +332.0% | +235.5% |
| 5Y | -12.1% | +136.1% | -148.2% | -52.1% |
| All | -50.2% | +88.5% | -138.7% | -69.1% |
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 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