+1,052.1%
FIX vs PFGC
+129.0%
+923.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | +17.0% | +0.3% | +16.8% | +17.0% |
| 30D | -30.6% | +16.1% | -46.7% | -35.0% |
| 3M | -35.0% | +2.4% | -37.4% | -36.1% |
| 6M | -44.0% | +15.7% | -59.7% | -48.3% |
| YTD | +21.1% | +22.3% | -1.1% | +8.5% |
| 1Y | +16.3% | +13.9% | +2.4% | +7.2% |
| 3Y | +507.4% | +80.3% | +427.1% | +356.7% |
| 5Y | +1,052.1% | +136.1% | +915.9% | +658.7% |
| All | +1,052.1% | +129.0% | +923.0% | +658.7% |
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