+3,553.2%
FIX vs PFGC
+351.0%
+3,202.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +9.4% | +3.4% | +6.0% | +8.5% |
| 30D | -27.8% | +16.9% | -44.7% | -31.6% |
| 3M | -35.6% | +6.4% | -42.0% | -37.3% |
| 6M | -45.2% | +16.0% | -61.2% | -48.4% |
| YTD | +19.5% | +23.6% | -4.2% | +10.1% |
| 1Y | +24.2% | +16.6% | +7.6% | +16.3% |
| 3Y | +494.2% | +82.3% | +411.9% | +389.8% |
| 5Y | +1,036.1% | +138.7% | +897.4% | +756.1% |
| All | +3,553.2% | +351.0% | +3,202.2% | +2,359.0% |
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