+95.1%
F vs PFGC
+283.5%
-188.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +5.3% | -2.2% | +7.5% | +6.0% |
| 30D | +4.6% | -11.9% | +16.5% | +8.5% |
| 3M | -3.7% | +5.0% | -8.7% | -5.3% |
| 6M | +16.8% | +8.6% | +8.2% | +13.6% |
| YTD | +15.3% | +9.7% | +5.6% | +11.4% |
| 1Y | +31.0% | -6.3% | +37.3% | +32.4% |
| 3Y | +45.4% | +58.2% | -12.8% | +24.7% |
| 5Y | +54.7% | +110.4% | -55.8% | +21.1% |
| All | +95.1% | +283.5% | -188.4% | +35.2% |
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 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