+174.4%
FFIV vs PFGC
+488.3%
-313.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.7% | +1.4% |
| 7D | -2.1% | +10.8% | -12.9% | -4.5% |
| 30D | -33.8% | +17.8% | -51.6% | -36.3% |
| 3M | -20.6% | -2.7% | -17.9% | -20.6% |
| 6M | -10.2% | +20.0% | -30.3% | -14.5% |
| YTD | +24.5% | +24.3% | +0.2% | +16.7% |
| 1Y | +29.3% | +13.2% | +16.1% | +23.9% |
| 3Y | +103.8% | +85.9% | +17.9% | +73.8% |
| 5Y | +40.9% | +141.0% | -100.2% | +12.2% |
| 10Y | +126.6% | +370.6% | -244.0% | +49.3% |
| All | +174.4% | +488.3% | -313.9% | +70.1% |
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 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