+218.5%
EXC vs PFGC
+488.3%
-269.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -0.5% |
| 7D | -1.7% | +10.8% | -12.6% | -3.4% |
| 30D | +9.3% | +17.8% | -8.5% | +6.4% |
| 3M | +1.0% | -2.7% | +3.8% | +1.2% |
| 6M | +5.9% | +20.0% | -14.1% | +2.7% |
| YTD | +7.6% | +24.3% | -16.7% | +3.4% |
| 1Y | +2.4% | +13.2% | -10.8% | -0.2% |
| 3Y | +30.2% | +85.9% | -55.7% | +16.3% |
| 5Y | +41.4% | +141.0% | -99.7% | +19.0% |
| 10Y | +183.8% | +370.6% | -186.8% | +118.1% |
| All | +218.5% | +488.3% | -269.8% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling