+104.2%
FE vs PFGC
+347.9%
-243.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.2% |
| 7D | 0.0% | +8.5% | -8.6% | -1.0% |
| 30D | +5.2% | +15.0% | -9.8% | +3.5% |
| 3M | 0.0% | -6.2% | +6.2% | +0.5% |
| 6M | +5.0% | +15.7% | -10.7% | +3.1% |
| YTD | +7.9% | +19.6% | -11.7% | +5.3% |
| 1Y | +6.3% | +13.2% | -6.9% | +4.4% |
| 3Y | +46.0% | +77.0% | -30.9% | +35.3% |
| 5Y | +45.6% | +121.5% | -75.8% | +29.7% |
| All | +104.2% | +347.9% | -243.7% | +81.5% |
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 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