+39.3%
FFIV vs PFGC
+121.6%
-82.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -8.1% | +8.5% | -16.7% | -10.6% |
| 30D | -33.4% | +15.0% | -48.4% | -36.4% |
| 3M | -24.7% | -6.2% | -18.6% | -23.7% |
| 6M | -8.8% | +15.7% | -24.6% | -14.0% |
| YTD | +21.8% | +19.6% | +2.2% | +12.0% |
| 1Y | +25.3% | +13.2% | +12.1% | +17.6% |
| 3Y | +101.2% | +77.0% | +24.2% | +57.4% |
| All | +39.3% | +121.6% | -82.3% | -2.4% |
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