+212.2%
GLD vs PFGC
+360.0%
-147.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.8% |
| 7D | +4.9% | +10.8% | -5.9% | +4.8% |
| 30D | -1.3% | +17.8% | -19.1% | -1.5% |
| 3M | -4.8% | -2.7% | -2.0% | -4.8% |
| 6M | -12.5% | +20.0% | -32.5% | -12.7% |
| YTD | -4.2% | +24.3% | -28.5% | -4.5% |
| 1Y | +3.0% | +13.2% | -10.2% | +2.8% |
| 3Y | +109.1% | +85.9% | +23.2% | +107.7% |
| 5Y | +121.6% | +141.0% | -19.5% | +119.7% |
| 10Y | +212.2% | +370.6% | -158.4% | +211.8% |
| All | +212.2% | +360.0% | -147.7% | +211.8% |
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 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