+32.6%
NET vs PFGC
+136.3%
-103.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.5% | -16.1% | -9.5% |
| 7D | -16.4% | +13.9% | -30.2% | -22.7% |
| 30D | -25.8% | +18.4% | -44.2% | -33.2% |
| 3M | -11.5% | -2.5% | -9.0% | -11.8% |
| 6M | +18.9% | +26.0% | -7.1% | +0.5% |
| YTD | +35.2% | +21.9% | +13.4% | +13.5% |
| 1Y | +14.5% | +13.4% | +1.1% | +0.7% |
| 3Y | +313.8% | +80.7% | +233.2% | +147.2% |
| 5Y | +32.6% | +136.8% | -104.2% | -35.2% |
| All | +32.6% | +136.3% | -103.7% | -35.2% |
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 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