+488.5%
NDAQ vs PFGC
+351.0%
+137.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.3% | +3.4% | -2.2% | +0.7% |
| 30D | +18.0% | +16.9% | +1.0% | +15.1% |
| 3M | +11.5% | +6.4% | +5.1% | +10.3% |
| 6M | +21.1% | +16.0% | +5.1% | +18.1% |
| YTD | +12.8% | +23.6% | -10.8% | +8.5% |
| 1Y | +25.7% | +16.6% | +9.1% | +21.9% |
| 3Y | +116.8% | +82.3% | +34.5% | +96.3% |
| 5Y | +67.3% | +138.7% | -71.5% | +44.6% |
| All | +488.5% | +351.0% | +137.5% | +390.0% |
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