+80.7%
GPC vs PFG
+239.4%
-158.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | +0.2% | +6.0% | -5.8% | -2.7% |
| 30D | -0.4% | +2.2% | -2.6% | -1.6% |
| 3M | +39.2% | +10.4% | +28.8% | +32.2% |
| 6M | +18.2% | +27.8% | -9.6% | +4.6% |
| YTD | +12.1% | +33.6% | -21.6% | -3.4% |
| 1Y | -0.7% | +49.3% | -50.0% | -19.1% |
| 3Y | -1.7% | +69.7% | -71.4% | -26.0% |
| 5Y | +29.3% | +111.3% | -82.1% | -15.5% |
| 10Y | +80.7% | +240.3% | -159.6% | -22.6% |
| All | +80.7% | +239.4% | -158.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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