+693.0%
GPC vs PFG
+960.1%
-267.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -2.1% | +2.0% | -4.1% | -2.6% |
| 3M | -6.8% | -3.2% | -3.6% | -6.1% |
| 6M | +18.6% | +10.9% | +7.7% | +14.9% |
| YTD | +2.7% | +28.8% | -26.2% | -4.7% |
| 1Y | +1.8% | +39.2% | -37.4% | -7.6% |
| 3Y | +1.1% | +75.0% | -74.0% | -14.4% |
| 5Y | +4.1% | +91.9% | -87.9% | -14.8% |
| 10Y | +88.2% | +202.3% | -114.1% | +32.5% |
| All | +693.0% | +960.1% | -267.2% | +269.0% |
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