+66.9%
DD vs PFGC
+292.9%
-226.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -3.5% | -4.8% | +1.3% | -2.3% |
| 30D | -11.7% | -12.5% | +0.9% | -8.7% |
| 3M | -9.2% | -9.7% | +0.5% | -7.2% |
| 6M | -7.2% | +7.0% | -14.2% | -9.1% |
| YTD | +6.6% | +4.5% | +2.1% | +4.4% |
| 1Y | +32.0% | -11.6% | +43.6% | +34.6% |
| 3Y | +42.1% | +58.5% | -16.4% | +24.9% |
| 5Y | +58.1% | +112.6% | -54.5% | +28.0% |
| All | +66.9% | +292.9% | -226.0% | +26.4% |
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