-35.9%
DOW vs PFGC
+111.7%
-147.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -6.0% | -3.7% | -2.3% | -5.1% |
| 30D | -2.7% | -16.0% | +13.2% | +1.7% |
| 3M | -10.5% | -4.1% | -6.3% | -9.8% |
| 6M | -12.4% | +8.7% | -21.1% | -15.5% |
| YTD | +30.0% | +6.4% | +23.7% | +25.3% |
| 1Y | +27.8% | -8.4% | +36.2% | +29.5% |
| 3Y | -34.9% | +61.8% | -96.7% | -44.8% |
| 5Y | -35.9% | +108.7% | -144.6% | -50.6% |
| All | -35.9% | +111.7% | -147.5% | -50.6% |
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