+204.5%
EXC vs PFGC
+419.1%
-214.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -3.7% | -11.9% | +8.2% | -1.9% |
| 3M | -1.3% | +5.0% | -6.3% | -2.1% |
| 6M | -9.7% | +8.6% | -18.3% | -11.1% |
| YTD | +2.9% | +9.7% | -6.8% | +1.0% |
| 1Y | +4.4% | -6.3% | +10.7% | +4.9% |
| 3Y | +22.2% | +58.2% | -36.0% | +12.0% |
| 5Y | +46.7% | +110.4% | -63.7% | +26.1% |
| 10Y | +155.3% | +272.8% | -117.4% | +103.4% |
| All | +204.5% | +419.1% | -214.7% | +122.5% |
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