+85.6%
ES vs PFGC
+360.0%
-274.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | -0.1% | +10.8% | -10.9% | -1.1% |
| 30D | +5.7% | +17.8% | -12.1% | +4.2% |
| 3M | -2.8% | -2.7% | -0.1% | -2.7% |
| 6M | +7.0% | +20.0% | -13.1% | +5.1% |
| YTD | +6.8% | +24.3% | -17.5% | +4.4% |
| 1Y | -0.5% | +13.2% | -13.7% | -1.9% |
| 3Y | +47.2% | +85.9% | -38.7% | +38.8% |
| 5Y | +2.3% | +141.0% | -138.8% | -6.1% |
| 10Y | +85.6% | +370.6% | -285.0% | +76.8% |
| All | +85.6% | +360.0% | -274.3% | +76.8% |
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