+1,119.4%
MSCI vs PFGC
+465.8%
+653.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +2.8% | +8.5% | -5.7% | +1.0% |
| 30D | +15.4% | +15.0% | +0.4% | +12.1% |
| 3M | +13.4% | -6.2% | +19.6% | +14.6% |
| 6M | +10.9% | +15.7% | -4.8% | +7.2% |
| YTD | +13.0% | +19.6% | -6.6% | +8.0% |
| 1Y | +12.0% | +13.2% | -1.2% | +8.3% |
| 3Y | +34.1% | +77.0% | -42.9% | +17.7% |
| 5Y | +3.9% | +121.5% | -117.6% | -13.2% |
| 10Y | +802.0% | +354.5% | +447.5% | +530.7% |
| All | +1,119.4% | +465.8% | +653.6% | +740.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling