+1,012.9%
GOOG vs PFGC
+409.4%
+603.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +1.1% | -2.4% | +3.5% | +1.5% |
| 30D | -5.1% | -15.8% | +10.7% | -2.0% |
| 3M | -7.1% | -0.6% | -6.5% | -7.1% |
| 6M | +12.7% | +10.7% | +2.0% | +10.2% |
| YTD | +7.1% | +7.6% | -0.6% | +5.0% |
| 1Y | +43.6% | -7.8% | +51.4% | +44.6% |
| 3Y | +146.8% | +63.7% | +83.0% | +121.2% |
| 5Y | +133.7% | +112.3% | +21.4% | +97.6% |
| 10Y | +773.3% | +286.7% | +486.6% | +555.8% |
| All | +1,012.9% | +409.4% | +603.5% | +704.6% |
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