+0.1%
DOW vs PFGC
+191.8%
-191.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +5.2% | +3.4% | +1.8% | +4.2% |
| 30D | +13.2% | +16.9% | -3.7% | +7.8% |
| 3M | +10.1% | +6.4% | +3.7% | +7.5% |
| 6M | -13.1% | +16.0% | -29.1% | -17.6% |
| YTD | +46.1% | +23.6% | +22.5% | +34.2% |
| 1Y | +50.0% | +16.6% | +33.4% | +40.2% |
| 3Y | -20.2% | +82.3% | -102.5% | -35.0% |
| 5Y | -27.7% | +138.7% | -166.4% | -47.0% |
| All | +0.1% | +191.8% | -191.7% | -9.7% |
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