+820.4%
MSCI vs PFGC
+363.4%
+457.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.9% | +1.5% | -3.4% | -2.2% |
| 30D | +16.5% | +17.4% | -0.9% | +12.5% |
| 3M | +18.2% | -2.4% | +20.6% | +18.5% |
| 6M | +14.0% | +18.2% | -4.3% | +9.6% |
| YTD | +16.6% | +23.7% | -7.1% | +10.5% |
| 1Y | +14.8% | +15.0% | -0.1% | +10.5% |
| 3Y | +33.3% | +82.3% | -49.1% | +15.8% |
| 5Y | +9.1% | +131.9% | -122.9% | -10.1% |
| 10Y | +820.4% | +353.0% | +467.4% | +541.0% |
| All | +820.4% | +363.4% | +457.0% | +541.0% |
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