+237.2%
FFIV vs PFGC
+419.1%
-181.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.5% |
| 30D | -5.1% | -11.9% | +6.9% | -2.5% |
| 3M | -4.5% | +5.0% | -9.5% | -5.8% |
| 6M | +36.5% | +8.6% | +27.9% | +33.2% |
| YTD | +53.0% | +9.7% | +43.3% | +48.1% |
| 1Y | +24.2% | -6.3% | +30.5% | +24.6% |
| 3Y | +137.2% | +58.2% | +79.0% | +110.3% |
| 5Y | +91.8% | +110.4% | -18.7% | +57.7% |
| 10Y | +215.2% | +272.8% | -57.6% | +117.4% |
| All | +237.2% | +419.1% | -181.9% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling