+152.0%
GE vs PFGC
+287.3%
-135.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | -1.2% | -3.7% | +2.5% | -0.2% |
| 30D | -11.3% | -16.0% | +4.7% | -6.9% |
| 3M | -1.4% | -4.1% | +2.7% | -0.5% |
| 6M | +1.2% | +8.7% | -7.5% | -1.5% |
| YTD | +5.9% | +6.4% | -0.4% | +3.4% |
| 1Y | +18.4% | -8.4% | +26.8% | +20.1% |
| 3Y | +271.0% | +61.8% | +209.2% | +219.1% |
| 5Y | +417.9% | +108.7% | +309.2% | +308.2% |
| 10Y | +152.0% | +298.1% | -146.2% | +85.9% |
| All | +152.0% | +287.3% | -135.4% | +85.9% |
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