+111.7%
GILD vs PFGC
+394.4%
-282.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.8% | -4.8% | -0.1% | -4.5% |
| 30D | +5.8% | -12.5% | +18.3% | +6.8% |
| 3M | +14.9% | -9.7% | +24.7% | +15.7% |
| 6M | -0.4% | +7.0% | -7.4% | -0.9% |
| YTD | +18.5% | +4.5% | +14.1% | +17.9% |
| 1Y | +25.1% | -11.6% | +36.7% | +25.9% |
| 3Y | +105.9% | +58.5% | +47.4% | +98.3% |
| 5Y | +143.0% | +112.6% | +30.4% | +129.0% |
| 10Y | +162.4% | +291.1% | -128.7% | +140.5% |
| All | +111.7% | +394.4% | -282.8% | +90.8% |
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