+990.0%
MSCI vs PFGC
+419.1%
+570.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +0.6% | -11.9% | +12.5% | +3.1% |
| 3M | -7.1% | +5.0% | -12.1% | -8.2% |
| 6M | +0.8% | +8.6% | -7.8% | -1.3% |
| YTD | +1.0% | +9.7% | -8.7% | -1.6% |
| 1Y | +4.3% | -6.3% | +10.6% | +4.9% |
| 3Y | +9.9% | +58.2% | -48.3% | -1.2% |
| 5Y | -6.8% | +110.4% | -117.2% | -21.2% |
| 10Y | +614.7% | +272.8% | +341.9% | +414.9% |
| All | +990.0% | +419.1% | +570.9% | +665.8% |
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