+740.7%
GOOGL vs PFGC
+294.6%
+446.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -2.8% | -4.8% | +2.0% | -1.9% |
| 30D | -3.2% | -17.2% | +14.0% | +0.3% |
| 3M | -6.6% | -6.3% | -0.3% | -5.6% |
| 6M | +8.5% | +8.8% | -0.4% | +6.4% |
| YTD | +6.5% | +4.9% | +1.5% | +4.8% |
| 1Y | +39.4% | -9.5% | +48.9% | +40.9% |
| 3Y | +146.2% | +59.6% | +86.6% | +121.3% |
| 5Y | +138.3% | +113.5% | +24.8% | +100.8% |
| All | +740.7% | +294.6% | +446.0% | +532.0% |
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