+25.3%
GPN vs PFGC
+292.9%
-267.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.6% | -4.8% | +0.2% | -3.2% |
| 30D | -0.3% | -12.5% | +12.3% | +3.7% |
| 3M | +35.4% | -9.7% | +45.2% | +39.4% |
| 6M | +21.7% | +7.0% | +14.6% | +18.8% |
| YTD | +14.9% | +4.5% | +10.4% | +12.0% |
| 1Y | +3.2% | -11.6% | +14.8% | +5.8% |
| 3Y | -27.1% | +58.5% | -85.6% | -37.6% |
| 5Y | -44.4% | +112.6% | -156.9% | -56.8% |
| All | +25.3% | +292.9% | -267.6% | -15.2% |
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