+218.3%
EXC vs PFGC
+465.8%
-247.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -1.2% | +8.5% | -9.7% | -2.5% |
| 30D | +10.0% | +15.0% | -5.0% | +7.5% |
| 3M | +1.6% | -6.2% | +7.8% | +2.4% |
| 6M | +3.3% | +15.7% | -12.5% | +0.7% |
| YTD | +7.6% | +19.6% | -12.0% | +4.0% |
| 1Y | +3.5% | +13.2% | -9.7% | +0.9% |
| 3Y | +27.7% | +77.0% | -49.3% | +14.9% |
| 5Y | +41.1% | +121.5% | -80.3% | +20.4% |
| 10Y | +178.2% | +354.5% | -176.3% | +115.2% |
| All | +218.3% | +465.8% | -247.5% | +129.2% |
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