+252.1%
INTC vs PFGC
+292.9%
-40.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +7.5% | -4.8% | +12.2% | +8.6% |
| 30D | +2.0% | -12.5% | +14.5% | +4.9% |
| 3M | -12.0% | -9.7% | -2.3% | -10.5% |
| 6M | +114.5% | +7.0% | +107.5% | +109.3% |
| YTD | +179.0% | +4.5% | +174.5% | +173.0% |
| 1Y | +318.3% | -11.6% | +329.9% | +324.3% |
| 3Y | +171.2% | +58.5% | +112.7% | +140.9% |
| 5Y | +107.6% | +112.6% | -5.0% | +72.0% |
| All | +252.1% | +292.9% | -40.8% | +171.9% |
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 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