+78.9%
INFY vs PFGC
+292.9%
-214.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -5.4% | -4.8% | -0.6% | -4.6% |
| 30D | -9.9% | -12.5% | +2.7% | -7.8% |
| 3M | -4.6% | -9.7% | +5.2% | -2.9% |
| 6M | -18.5% | +7.0% | -25.5% | -19.5% |
| YTD | -36.5% | +4.5% | -41.0% | -37.4% |
| 1Y | -32.8% | -11.6% | -21.2% | -31.7% |
| 3Y | -32.2% | +58.5% | -90.7% | -38.0% |
| 5Y | -44.7% | +112.6% | -157.3% | -52.6% |
| All | +78.9% | +292.9% | -214.0% | +41.8% |
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