+231.1%
GM vs PFGC
+292.9%
-61.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -2.4% | -4.8% | +2.3% | -0.8% |
| 30D | -1.1% | -12.5% | +11.4% | +3.5% |
| 3M | +6.1% | -9.7% | +15.8% | +9.7% |
| 6M | +15.0% | +7.0% | +7.9% | +11.9% |
| YTD | +6.0% | +4.5% | +1.5% | +3.6% |
| 1Y | +47.1% | -11.6% | +58.7% | +51.9% |
| 3Y | +170.5% | +58.5% | +112.0% | +127.9% |
| 5Y | +80.5% | +112.6% | -32.1% | +36.8% |
| All | +231.1% | +292.9% | -61.8% | +117.0% |
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