+780.7%
GOOG vs PFGC
+292.9%
+487.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | 0.0% | -4.8% | +4.8% | +1.0% |
| 30D | -2.0% | -12.5% | +10.6% | +0.6% |
| 3M | -5.9% | -9.7% | +3.9% | -4.1% |
| 6M | +8.9% | +7.0% | +1.9% | +7.2% |
| YTD | +7.1% | +4.5% | +2.6% | +5.6% |
| 1Y | +39.7% | -11.6% | +51.3% | +41.9% |
| 3Y | +145.8% | +58.5% | +87.4% | +121.3% |
| 5Y | +138.6% | +112.6% | +26.0% | +101.2% |
| All | +780.7% | +292.9% | +487.8% | +565.8% |
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