+72.4%
GPC vs PFG
+184.0%
-111.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +0.4% | +2.4% | -1.9% | -0.7% |
| 30D | -6.3% | +5.9% | -12.2% | -8.9% |
| 3M | -8.2% | -0.4% | -7.7% | -8.3% |
| 6M | +27.1% | +14.8% | +12.2% | +18.2% |
| YTD | +3.1% | +31.9% | -28.8% | -10.7% |
| 1Y | +0.1% | +38.8% | -38.7% | -15.6% |
| 3Y | +0.2% | +82.4% | -82.2% | -27.3% |
| 5Y | +4.9% | +94.7% | -89.8% | -28.6% |
| All | +72.4% | +184.0% | -111.6% | -17.4% |
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