+72.1%
DD vs PFGC
+122.2%
-50.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.2% | +15.0% | -12.8% | -2.8% |
| 30D | +20.7% | +17.0% | +3.7% | +13.8% |
| 3M | +11.3% | -2.5% | +13.8% | +11.7% |
| 6M | +6.0% | +19.2% | -13.2% | -1.6% |
| YTD | +31.7% | +23.4% | +8.3% | +19.2% |
| 1Y | +32.2% | +13.9% | +18.4% | +23.6% |
| 3Y | +92.7% | +82.0% | +10.7% | +46.6% |
| 5Y | +72.1% | +128.7% | -56.6% | +15.9% |
| All | +72.1% | +122.2% | -50.1% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling