+289.0%
GDDY vs PFGC
+394.4%
-105.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -3.2% | -4.8% | +1.6% | -2.0% |
| 30D | +6.8% | -12.5% | +19.3% | +10.4% |
| 3M | +30.5% | -9.7% | +40.2% | +33.9% |
| 6M | +13.3% | +7.0% | +6.3% | +10.8% |
| YTD | -21.0% | +4.5% | -25.4% | -22.6% |
| 1Y | -34.0% | -11.6% | -22.4% | -32.6% |
| 3Y | +33.1% | +58.5% | -25.4% | +15.9% |
| 5Y | +30.3% | +112.6% | -82.3% | +3.5% |
| 10Y | +205.5% | +291.1% | -85.6% | +87.4% |
| All | +289.0% | +394.4% | -105.4% | +133.8% |
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