+63.1%
DD vs PFGC
+110.5%
-47.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -0.6% | -2.4% | +1.8% | +0.2% |
| 30D | -7.4% | -15.8% | +8.3% | -1.9% |
| 3M | -6.4% | -0.6% | -5.8% | -6.7% |
| 6M | -2.5% | +10.7% | -13.1% | -6.8% |
| YTD | +10.2% | +7.6% | +2.6% | +5.4% |
| 1Y | +36.9% | -7.8% | +44.8% | +38.8% |
| 3Y | +47.0% | +63.7% | -16.7% | +17.6% |
| 5Y | +63.1% | +112.3% | -49.1% | +15.3% |
| All | +63.1% | +110.5% | -47.4% | +15.3% |
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 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