+225.5%
FFIV vs PFGC
+273.4%
-47.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.2% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | -2.7% | -15.8% | +13.1% | +1.0% |
| 3M | -1.7% | -0.6% | -1.1% | -1.8% |
| 6M | +36.1% | +10.7% | +25.5% | +32.2% |
| YTD | +52.6% | +7.6% | +45.0% | +48.3% |
| 1Y | +21.5% | -7.8% | +29.3% | +22.3% |
| 3Y | +142.7% | +63.7% | +79.0% | +113.1% |
| 5Y | +92.6% | +112.3% | -19.7% | +57.6% |
| 10Y | +225.5% | +286.7% | -61.2% | +127.6% |
| All | +225.5% | +273.4% | -47.9% | +127.6% |
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