-34.7%
GFS vs PFGC
+121.6%
-156.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.1% |
| 7D | -7.8% | +8.5% | -16.4% | -11.9% |
| 30D | -19.7% | +15.0% | -34.7% | -25.4% |
| 3M | -23.1% | -6.2% | -16.9% | -21.7% |
| 6M | -46.4% | +15.7% | -62.1% | -51.3% |
| YTD | +11.0% | +19.6% | -8.5% | -2.3% |
| 1Y | +12.6% | +13.2% | -0.5% | +1.8% |
| 3Y | -24.9% | +77.0% | -101.9% | -46.8% |
| All | -34.7% | +121.6% | -156.3% | -60.3% |
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