+35.3%
D vs PFGC
+273.4%
-238.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | -0.7% | -15.8% | +15.0% | +0.5% |
| 3M | +2.1% | -0.6% | +2.7% | +2.1% |
| 6M | +6.8% | +10.7% | -3.8% | +5.9% |
| YTD | +16.5% | +7.6% | +8.9% | +15.6% |
| 1Y | +19.2% | -7.8% | +27.0% | +19.5% |
| 3Y | +61.9% | +63.7% | -1.9% | +55.3% |
| 5Y | +6.5% | +112.3% | -105.7% | -0.3% |
| 10Y | +35.3% | +286.7% | -251.4% | +35.8% |
| All | +35.3% | +273.4% | -238.2% | +35.8% |
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