+547.2%
NDAQ vs PFGC
+419.1%
+128.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | +2.5% | -11.9% | +14.4% | +4.3% |
| 3M | +9.9% | +5.0% | +4.9% | +9.0% |
| 6M | +9.4% | +8.6% | +0.8% | +7.8% |
| YTD | +0.4% | +9.7% | -9.3% | -1.5% |
| 1Y | +4.0% | -6.3% | +10.3% | +4.4% |
| 3Y | +94.4% | +58.2% | +36.2% | +80.0% |
| 5Y | +56.7% | +110.4% | -53.7% | +38.1% |
| 10Y | +375.3% | +272.8% | +102.5% | +295.9% |
| All | +547.2% | +419.1% | +128.1% | +412.1% |
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