+117.8%
FFIV vs PFGC
+351.0%
-233.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.9% |
| 7D | -0.5% | +3.4% | -4.0% | -1.3% |
| 30D | -32.4% | +16.9% | -49.3% | -34.9% |
| 3M | -25.7% | +6.4% | -32.1% | -27.1% |
| 6M | -13.5% | +16.0% | -29.5% | -17.1% |
| YTD | +21.1% | +23.6% | -2.5% | +13.5% |
| 1Y | +29.4% | +16.6% | +12.8% | +23.0% |
| 3Y | +94.9% | +82.3% | +12.6% | +66.3% |
| 5Y | +34.7% | +138.7% | -104.0% | +7.0% |
| All | +117.8% | +351.0% | -233.2% | +45.1% |
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