+618.1%
NDAQ vs PFGC
+465.8%
+152.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | +0.8% | +8.5% | -7.7% | -0.5% |
| 30D | +16.5% | +15.0% | +1.5% | +14.0% |
| 3M | +13.5% | -6.2% | +19.7% | +14.3% |
| 6M | +20.9% | +15.7% | +5.2% | +18.0% |
| YTD | +11.4% | +19.6% | -8.1% | +7.7% |
| 1Y | +25.9% | +13.2% | +12.7% | +22.7% |
| 3Y | +119.9% | +77.0% | +42.9% | +100.0% |
| 5Y | +61.7% | +121.5% | -59.7% | +41.3% |
| 10Y | +481.6% | +354.5% | +127.0% | +370.9% |
| All | +618.1% | +465.8% | +152.3% | +460.2% |
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