+50.0%
D vs PFGC
+419.1%
-369.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | -2.2% | +3.7% | +1.6% |
| 30D | -2.6% | -11.9% | +9.4% | -1.7% |
| 3M | 0.0% | +5.0% | -5.0% | -0.4% |
| 6M | +7.4% | +8.6% | -1.2% | +6.6% |
| YTD | +15.9% | +9.7% | +6.2% | +14.8% |
| 1Y | +18.1% | -6.3% | +24.4% | +18.3% |
| 3Y | +58.4% | +58.2% | +0.2% | +52.4% |
| 5Y | +5.2% | +110.4% | -105.2% | -1.3% |
| 10Y | +35.9% | +272.8% | -236.9% | +34.5% |
| All | +50.0% | +419.1% | -369.1% | +44.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling