-30.1%
GFS vs PFGC
+138.1%
-168.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.2% |
| 7D | +7.4% | +3.4% | +4.0% | +5.9% |
| 30D | -15.3% | +16.9% | -32.2% | -21.9% |
| 3M | -21.1% | +6.4% | -27.5% | -24.0% |
| 6M | -44.5% | +16.0% | -60.5% | -49.6% |
| YTD | +19.2% | +23.6% | -4.4% | +3.3% |
| 1Y | +27.2% | +16.6% | +10.6% | +13.5% |
| 3Y | -20.1% | +82.3% | -102.4% | -44.4% |
| All | -30.1% | +138.1% | -168.2% | -58.6% |
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 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