+46.2%
EXC vs PFGC
+110.5%
-64.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | +1.2% | -2.4% | +3.7% | +1.6% |
| 30D | -2.7% | -15.8% | +13.0% | -0.5% |
| 3M | -1.0% | -0.6% | -0.4% | -1.0% |
| 6M | -9.3% | +10.7% | -19.9% | -10.7% |
| YTD | +3.6% | +7.6% | -4.0% | +2.2% |
| 1Y | +5.9% | -7.8% | +13.7% | +6.5% |
| 3Y | +21.3% | +63.7% | -42.4% | +11.1% |
| 5Y | +46.2% | +112.3% | -66.1% | +27.7% |
| All | +46.2% | +110.5% | -64.3% | +27.7% |
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 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