+791.6%
GPC vs PFG
+1,015.3%
-223.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.5% |
| 7D | +1.2% | +5.5% | -4.3% | -0.4% |
| 30D | +6.0% | +2.4% | +3.6% | +5.2% |
| 3M | +42.6% | +13.6% | +29.0% | +37.4% |
| 6M | +22.8% | +27.9% | -5.1% | +14.4% |
| YTD | +15.5% | +35.6% | -20.1% | +5.7% |
| 1Y | +2.0% | +48.5% | -46.4% | -9.0% |
| 3Y | -1.4% | +66.9% | -68.3% | -15.4% |
| 5Y | +30.6% | +111.0% | -80.4% | +4.2% |
| 10Y | +80.6% | +244.5% | -163.9% | +23.3% |
| All | +791.6% | +1,015.3% | -223.7% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling