+252.8%
GM vs PFGC
+403.3%
-150.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -1.1% | -3.7% | +2.6% | +0.2% |
| 30D | -4.6% | -16.0% | +11.4% | +1.1% |
| 3M | +0.2% | -4.1% | +4.3% | +1.4% |
| 6M | +12.6% | +8.7% | +3.9% | +9.2% |
| YTD | +3.7% | +6.4% | -2.7% | +0.8% |
| 1Y | +45.6% | -8.4% | +54.0% | +48.5% |
| 3Y | +162.0% | +61.8% | +100.2% | +120.2% |
| 5Y | +80.5% | +108.7% | -28.2% | +38.3% |
| 10Y | +231.3% | +298.1% | -66.8% | +107.1% |
| All | +252.8% | +403.3% | -150.5% | +110.6% |
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