-12.1%
DOW vs PFGC
+146.6%
-158.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -1.4% | -4.8% | +3.4% | 0.0% |
| 30D | -3.9% | -12.5% | +8.6% | -0.3% |
| 3M | -12.7% | -9.7% | -3.0% | -10.4% |
| 6M | -13.7% | +7.0% | -20.7% | -16.4% |
| YTD | +28.4% | +4.5% | +23.9% | +24.4% |
| 1Y | +21.8% | -11.6% | +33.3% | +24.1% |
| 3Y | -35.7% | +58.5% | -94.2% | -45.2% |
| 5Y | -36.8% | +112.6% | -149.4% | -52.0% |
| All | -12.1% | +146.6% | -158.6% | -16.2% |
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