+205.6%
GLD vs PFGC
+346.1%
-140.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | +0.3% | -5.7% | -5.5% |
| 30D | -7.0% | +16.1% | -23.2% | -7.2% |
| 3M | -12.4% | +2.4% | -14.7% | -12.4% |
| 6M | -18.0% | +15.7% | -33.7% | -18.2% |
| YTD | -10.5% | +22.3% | -32.7% | -10.7% |
| 1Y | -8.1% | +13.9% | -21.9% | -8.3% |
| 3Y | +97.7% | +80.3% | +17.4% | +96.4% |
| 5Y | +103.4% | +136.1% | -32.7% | +101.7% |
| All | +205.6% | +346.1% | -140.4% | +204.3% |
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 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