+92.9%
FFIV vs PFGC
+111.4%
-18.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.3% |
| 30D | -5.1% | -11.9% | +6.9% | -1.5% |
| 3M | -4.5% | +5.0% | -9.5% | -6.5% |
| 6M | +36.5% | +8.6% | +27.9% | +31.5% |
| YTD | +53.0% | +9.7% | +43.3% | +45.4% |
| 1Y | +24.2% | -6.3% | +30.5% | +25.0% |
| 3Y | +137.2% | +58.2% | +79.0% | +94.7% |
| All | +92.9% | +111.4% | -18.5% | +39.6% |
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 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