+48.4%
D vs PFGC
+363.4%
-315.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.4% | +1.5% | -3.9% | -2.5% |
| 30D | +9.0% | +17.4% | -8.4% | +7.6% |
| 3M | +1.0% | -2.4% | +3.4% | +1.0% |
| 6M | +11.0% | +18.2% | -7.2% | +9.4% |
| YTD | +19.8% | +23.7% | -3.9% | +17.5% |
| 1Y | +16.0% | +15.0% | +1.0% | +14.4% |
| 3Y | +74.4% | +82.3% | -8.0% | +65.9% |
| 5Y | +13.5% | +131.9% | -118.4% | +5.6% |
| 10Y | +48.4% | +353.0% | -304.6% | +49.7% |
| All | +48.4% | +363.4% | -315.0% | +49.7% |
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