+49.1%
D vs PFGC
+351.0%
-301.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.4% | +3.4% | -4.8% | -1.6% |
| 30D | +7.7% | +16.9% | -9.2% | +6.4% |
| 3M | -0.3% | +6.4% | -6.7% | -0.9% |
| 6M | +10.1% | +16.0% | -6.0% | +8.7% |
| YTD | +19.1% | +23.6% | -4.6% | +16.8% |
| 1Y | +15.9% | +16.6% | -0.7% | +14.2% |
| 3Y | +75.0% | +82.3% | -7.3% | +66.5% |
| 5Y | +13.4% | +138.7% | -125.3% | +5.3% |
| All | +49.1% | +351.0% | -301.9% | +50.3% |
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