+4.7%
GAP vs PFGC
+363.4%
-358.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -9.3% | +1.5% | -10.8% | -10.0% |
| 30D | -5.5% | +17.4% | -22.9% | -12.5% |
| 3M | +3.5% | -2.4% | +5.9% | +4.2% |
| 6M | +0.7% | +18.2% | -17.5% | -7.8% |
| YTD | -13.4% | +23.7% | -37.0% | -23.0% |
| 1Y | -7.7% | +15.0% | -22.6% | -15.0% |
| 3Y | +74.4% | +82.3% | -7.9% | +29.1% |
| 5Y | +5.3% | +131.9% | -126.6% | -30.7% |
| 10Y | +4.7% | +353.0% | -348.3% | -45.6% |
| All | +4.7% | +363.4% | -358.7% | -45.6% |
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 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