+53.8%
NDAQ vs PFGC
+110.5%
-56.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -2.6% | -2.4% | -0.1% | -2.0% |
| 30D | +0.5% | -15.8% | +16.2% | +4.7% |
| 3M | +9.9% | -0.6% | +10.5% | +9.8% |
| 6M | +8.2% | +10.7% | -2.5% | +4.8% |
| YTD | -1.5% | +7.6% | -9.1% | -4.5% |
| 1Y | +1.3% | -7.8% | +9.1% | +2.5% |
| 3Y | +92.6% | +63.7% | +28.9% | +64.6% |
| 5Y | +53.8% | +112.3% | -58.4% | +21.7% |
| All | +53.8% | +110.5% | -56.7% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling