+68.4%
FITB vs PFGC
+111.7%
-43.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -0.4% | -3.7% | +3.3% | +1.3% |
| 30D | -5.1% | -16.0% | +10.8% | +2.1% |
| 3M | +3.5% | -4.1% | +7.7% | +5.0% |
| 6M | +17.2% | +8.7% | +8.5% | +11.7% |
| YTD | +17.6% | +6.4% | +11.3% | +11.9% |
| 1Y | +23.4% | -8.4% | +31.7% | +26.0% |
| 3Y | +129.7% | +61.8% | +68.0% | +77.5% |
| 5Y | +68.4% | +108.7% | -40.3% | +12.7% |
| All | +68.4% | +111.7% | -43.2% | +12.7% |
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