+213.4%
GE vs PFGC
+478.7%
-265.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.2% |
| 7D | +5.1% | +0.3% | +4.9% | +5.1% |
| 30D | +7.6% | +16.1% | -8.6% | +3.0% |
| 3M | -9.3% | +2.4% | -11.7% | -10.2% |
| 6M | +11.5% | +15.7% | -4.2% | +6.6% |
| YTD | +7.9% | +22.3% | -14.4% | +1.2% |
| 1Y | +7.6% | +13.9% | -6.2% | +2.8% |
| 3Y | +265.9% | +80.3% | +185.6% | +206.4% |
| 5Y | +405.9% | +136.1% | +269.8% | +288.1% |
| 10Y | +149.6% | +347.9% | -198.3% | +73.5% |
| All | +213.4% | +478.7% | -265.3% | +112.2% |
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