+12.2%
GAP vs PFGC
+110.5%
-98.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.9% |
| 7D | +1.7% | -2.4% | +4.2% | +3.3% |
| 30D | +9.3% | -15.8% | +25.1% | +21.2% |
| 3M | +6.1% | -0.6% | +6.7% | +5.7% |
| 6M | -2.3% | +10.7% | -13.0% | -9.7% |
| YTD | -10.6% | +7.6% | -18.2% | -16.8% |
| 1Y | -4.4% | -7.8% | +3.4% | -1.7% |
| 3Y | +118.3% | +63.7% | +54.6% | +51.8% |
| 5Y | +12.2% | +112.3% | -100.1% | -35.0% |
| All | +12.2% | +110.5% | -98.3% | -35.0% |
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 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