-46.5%
COMP vs PFGC
+91.6%
-138.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.0% | +1.7% | +3.2% |
| 7D | +14.5% | +10.8% | +3.7% | +6.8% |
| 30D | +14.9% | +17.8% | -2.9% | +3.2% |
| 3M | -14.2% | -2.7% | -11.5% | -13.3% |
| 6M | +23.7% | +20.0% | +3.7% | +8.6% |
| YTD | +2.1% | +24.3% | -22.2% | -12.8% |
| 1Y | +26.2% | +13.2% | +13.0% | +14.0% |
| 3Y | +470.9% | +85.9% | +385.0% | +266.5% |
| 5Y | -14.0% | +141.0% | -155.1% | -53.8% |
| All | -46.5% | +91.6% | -138.1% | -67.1% |
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