-60.1%
GME vs PFGC
+111.7%
-171.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.9% |
| 7D | +4.8% | -3.7% | +8.6% | +7.0% |
| 30D | +5.9% | -16.0% | +21.8% | +16.0% |
| 3M | -10.7% | -4.1% | -6.6% | -9.2% |
| 6M | -19.8% | +8.7% | -28.5% | -24.5% |
| YTD | -0.9% | +6.4% | -7.3% | -7.6% |
| 1Y | -15.7% | -8.4% | -7.3% | -14.0% |
| 3Y | +12.3% | +61.8% | -49.4% | -26.1% |
| 5Y | -60.1% | +108.7% | -168.8% | -79.3% |
| All | -60.1% | +111.7% | -171.7% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling