+393.9%
GH vs PFGC
+204.6%
+189.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -1.2% | -4.8% | +3.6% | 0.0% |
| 30D | -3.7% | -17.2% | +13.5% | +0.9% |
| 3M | +21.7% | -6.3% | +28.0% | +23.4% |
| 6M | +75.7% | +8.8% | +66.9% | +71.3% |
| YTD | +55.7% | +4.9% | +50.8% | +52.6% |
| 1Y | +181.1% | -9.5% | +190.6% | +185.3% |
| 3Y | +371.6% | +59.6% | +312.0% | +315.7% |
| 5Y | +23.2% | +113.5% | -90.3% | +2.3% |
| All | +393.9% | +204.6% | +189.3% | +231.1% |
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