-3.4%
M vs PFGC
+273.4%
-276.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.6% |
| 30D | -11.6% | -15.8% | +4.1% | -4.2% |
| 3M | +1.6% | -0.6% | +2.2% | +1.7% |
| 6M | +25.2% | +10.7% | +14.5% | +18.1% |
| YTD | +3.8% | +7.6% | -3.9% | -1.5% |
| 1Y | +36.3% | -7.8% | +44.2% | +39.3% |
| 3Y | +116.3% | +63.7% | +52.6% | +66.9% |
| 5Y | +28.2% | +112.3% | -84.1% | -11.5% |
| 10Y | -3.4% | +286.7% | -290.1% | -45.5% |
| All | -3.4% | +273.4% | -276.8% | -45.5% |
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