+185.7%
GS vs PFGC
+111.4%
+74.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | -1.6% | -11.9% | +10.4% | +3.0% |
| 3M | -4.5% | +5.0% | -9.5% | -7.2% |
| 6M | +20.9% | +8.6% | +12.3% | +15.5% |
| YTD | +19.9% | +9.7% | +10.2% | +13.2% |
| 1Y | +41.4% | -6.3% | +47.7% | +42.2% |
| 3Y | +239.2% | +58.2% | +180.9% | +174.9% |
| All | +185.7% | +111.4% | +74.3% | +101.7% |
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