+192.7%
EXC vs PFGC
+346.1%
-153.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.2% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | +7.8% | +16.1% | -8.4% | +5.2% |
| 3M | +1.9% | +2.4% | -0.5% | +1.3% |
| 6M | +3.4% | +15.7% | -12.3% | +0.8% |
| YTD | +7.6% | +22.3% | -14.7% | +3.7% |
| 1Y | +2.1% | +13.9% | -11.8% | -0.6% |
| 3Y | +29.6% | +80.3% | -50.7% | +16.2% |
| 5Y | +39.5% | +136.1% | -96.6% | +17.8% |
| All | +192.7% | +346.1% | -153.4% | +138.7% |
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