+6,231.3%
FIX vs PFGC
+419.1%
+5,812.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | -2.2% | +8.2% | +6.7% |
| 30D | -7.2% | -11.9% | +4.7% | -4.1% |
| 3M | -15.9% | +5.0% | -20.9% | -17.6% |
| 6M | +12.7% | +8.6% | +4.1% | +9.2% |
| YTD | +72.8% | +9.7% | +63.1% | +66.6% |
| 1Y | +122.9% | -6.3% | +129.2% | +123.7% |
| 3Y | +774.3% | +58.2% | +716.1% | +659.6% |
| 5Y | +2,049.5% | +110.4% | +1,939.0% | +1,603.9% |
| 10Y | +5,821.5% | +272.8% | +5,548.7% | +4,110.9% |
| All | +6,231.3% | +419.1% | +5,812.2% | +4,238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling