+3,601.2%
FIX vs PFGC
+346.1%
+3,255.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | +16.9% | +0.3% | +16.7% | +16.9% |
| 30D | -30.6% | +16.1% | -46.8% | -34.2% |
| 3M | -35.1% | +2.4% | -37.5% | -36.2% |
| 6M | -44.0% | +15.7% | -59.7% | -47.3% |
| YTD | +21.0% | +22.3% | -1.2% | +11.9% |
| 1Y | +16.2% | +13.9% | +2.3% | +9.5% |
| 3Y | +506.9% | +80.3% | +426.6% | +401.8% |
| 5Y | +1,051.1% | +136.1% | +915.0% | +770.0% |
| All | +3,601.2% | +346.1% | +3,255.1% | +2,398.8% |
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 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