+90.0%
IT vs PFGC
+294.6%
-204.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.9% |
| 7D | -12.7% | -4.8% | -7.9% | -11.4% |
| 30D | -8.9% | -17.2% | +8.3% | -3.9% |
| 3M | +10.1% | -6.3% | +16.5% | +12.2% |
| 6M | +7.3% | +8.8% | -1.6% | +4.2% |
| YTD | -32.4% | +4.9% | -37.3% | -34.1% |
| 1Y | -26.6% | -9.5% | -17.1% | -25.4% |
| 3Y | -51.8% | +59.6% | -111.4% | -58.6% |
| 5Y | -45.6% | +113.5% | -159.1% | -57.8% |
| All | +90.0% | +294.6% | -204.6% | +17.0% |
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