+46.3%
LYB vs PFGC
+292.9%
-246.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | -4.8% | +5.0% | +1.8% |
| 30D | +2.5% | -12.5% | +15.0% | +6.9% |
| 3M | +1.4% | -9.7% | +11.1% | +4.4% |
| 6M | -3.5% | +7.0% | -10.5% | -7.1% |
| YTD | +52.0% | +4.5% | +47.5% | +46.4% |
| 1Y | +22.1% | -11.6% | +33.6% | +24.4% |
| 3Y | -22.8% | +58.5% | -81.3% | -35.9% |
| 5Y | -3.4% | +112.6% | -115.9% | -30.0% |
| All | +46.3% | +292.9% | -246.6% | +1.2% |
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