+0.5%
M vs PFGC
+360.0%
-359.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.0% | +4.1% | +6.2% |
| 7D | +2.5% | +10.8% | -8.3% | -2.4% |
| 30D | +10.1% | +17.8% | -7.7% | +1.7% |
| 3M | -0.9% | -2.7% | +1.8% | +0.1% |
| 6M | +30.2% | +20.0% | +10.1% | +18.4% |
| YTD | +16.3% | +24.3% | -8.0% | +2.9% |
| 1Y | +27.0% | +13.2% | +13.8% | +17.5% |
| 3Y | +154.5% | +85.9% | +68.6% | +84.6% |
| 5Y | -1.1% | +141.0% | -142.1% | -35.8% |
| 10Y | +0.5% | +370.6% | -370.1% | -47.9% |
| All | +0.5% | +360.0% | -359.5% | -47.9% |
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