+160.8%
EXC vs PFGC
+287.3%
-126.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.3% | -3.7% | +4.0% | +0.9% |
| 30D | -0.9% | -16.0% | +15.1% | +1.8% |
| 3M | -2.7% | -4.1% | +1.5% | -2.1% |
| 6M | -9.4% | +8.7% | -18.1% | -10.8% |
| YTD | +3.0% | +6.4% | -3.3% | +1.6% |
| 1Y | +5.1% | -8.4% | +13.5% | +6.0% |
| 3Y | +20.6% | +61.8% | -41.2% | +10.0% |
| 5Y | +45.7% | +108.7% | -63.0% | +25.3% |
| 10Y | +160.8% | +298.1% | -137.3% | +111.7% |
| All | +160.8% | +287.3% | -126.5% | +111.7% |
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