+46.3%
FE vs PFGC
+121.6%
-75.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.2% |
| 7D | -1.0% | +8.5% | -9.6% | -1.9% |
| 30D | +4.1% | +15.0% | -10.8% | +2.6% |
| 3M | -1.0% | -6.2% | +5.2% | -0.5% |
| 6M | +4.0% | +15.7% | -11.7% | +2.3% |
| YTD | +6.8% | +19.6% | -12.7% | +4.5% |
| 1Y | +5.3% | +13.2% | -7.9% | +3.6% |
| 3Y | +44.6% | +77.0% | -32.4% | +34.8% |
| All | +46.3% | +121.6% | -75.3% | +31.7% |
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