+1,449.6%
NET vs PFGC
+113.9%
+1,335.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -7.0% | -2.2% | -4.8% | -6.6% |
| 30D | -4.8% | -11.9% | +7.1% | -2.8% |
| 3M | +3.8% | +5.0% | -1.2% | +2.6% |
| 6M | +50.0% | +8.6% | +41.4% | +46.9% |
| YTD | +41.5% | +9.7% | +31.8% | +37.8% |
| 1Y | +32.8% | -6.3% | +39.1% | +33.0% |
| 3Y | +335.9% | +58.2% | +277.7% | +297.2% |
| 5Y | +113.8% | +110.4% | +3.4% | +87.9% |
| All | +1,449.6% | +113.9% | +1,335.6% | +1,335.3% |
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