+167.0%
KEY vs PFGC
+273.4%
-106.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.0% |
| 7D | +2.7% | -2.4% | +5.2% | +3.8% |
| 30D | -3.2% | -15.8% | +12.5% | +4.0% |
| 3M | +1.0% | -0.6% | +1.6% | +0.8% |
| 6M | +11.9% | +10.7% | +1.2% | +5.9% |
| YTD | +8.7% | +7.6% | +1.1% | +3.2% |
| 1Y | +18.5% | -7.8% | +26.3% | +20.3% |
| 3Y | +124.0% | +63.7% | +60.2% | +76.5% |
| 5Y | +40.8% | +112.3% | -71.4% | -3.6% |
| 10Y | +167.0% | +286.7% | -119.7% | +49.1% |
| All | +167.0% | +273.4% | -106.4% | +49.1% |
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