+4,339.1%
FIX vs PFGC
+478.7%
+3,860.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.5% |
| 7D | +17.0% | +0.3% | +16.8% | +17.0% |
| 30D | -30.6% | +16.1% | -46.7% | -34.0% |
| 3M | -35.0% | +2.4% | -37.4% | -36.1% |
| 6M | -44.0% | +15.7% | -59.7% | -47.1% |
| YTD | +21.1% | +22.3% | -1.1% | +12.2% |
| 1Y | +16.3% | +13.9% | +2.4% | +9.8% |
| 3Y | +507.4% | +80.3% | +427.1% | +404.9% |
| 5Y | +1,052.1% | +136.1% | +915.9% | +777.8% |
| 10Y | +3,650.8% | +347.9% | +3,302.9% | +2,439.1% |
| All | +4,339.1% | +478.7% | +3,860.3% | +2,823.6% |
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