+285.6%
FITB vs PFGC
+287.3%
-1.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -0.4% | -3.7% | +3.3% | +1.2% |
| 30D | -5.1% | -16.0% | +10.8% | +1.8% |
| 3M | +3.5% | -4.1% | +7.7% | +5.0% |
| 6M | +17.2% | +8.7% | +8.5% | +12.2% |
| YTD | +17.6% | +6.4% | +11.3% | +12.6% |
| 1Y | +23.4% | -8.4% | +31.7% | +25.6% |
| 3Y | +129.7% | +61.8% | +68.0% | +82.9% |
| 5Y | +68.4% | +108.7% | -40.3% | +17.2% |
| 10Y | +285.6% | +298.1% | -12.5% | +121.2% |
| All | +285.6% | +287.3% | -1.7% | +121.2% |
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