-44.2%
GPN vs PFGC
+105.5%
-149.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | -3.5% | -4.8% | +1.3% | -1.5% |
| 30D | +3.1% | -17.2% | +20.3% | +11.2% |
| 3M | +42.3% | -6.3% | +48.6% | +45.7% |
| 6M | +20.9% | +8.8% | +12.0% | +15.8% |
| YTD | +15.2% | +4.9% | +10.3% | +10.4% |
| 1Y | +5.4% | -9.5% | +14.9% | +8.1% |
| 3Y | -27.4% | +59.6% | -87.0% | -43.4% |
| 5Y | -44.2% | +113.5% | -157.7% | -62.9% |
| All | -44.2% | +105.5% | -149.7% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling