-15.8%
F vs PFGC
+129.0%
-144.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.3% |
| 7D | -3.9% | +0.3% | -4.1% | -4.0% |
| 30D | -0.5% | +16.1% | -16.6% | -7.6% |
| 3M | -12.9% | +2.4% | -15.3% | -14.3% |
| 6M | +1.5% | +15.7% | -14.2% | -6.1% |
| YTD | -5.0% | +22.3% | -27.3% | -15.3% |
| 1Y | -7.3% | +13.9% | -21.2% | -14.5% |
| 3Y | +45.3% | +80.3% | -35.0% | +2.7% |
| 5Y | -15.8% | +136.1% | -151.9% | -49.3% |
| All | -15.8% | +129.0% | -144.8% | -49.3% |
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