+140.2%
NI vs PFGC
+292.9%
-152.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | -4.8% | +4.8% | +0.8% |
| 30D | -1.4% | -12.5% | +11.2% | +0.6% |
| 3M | -10.6% | -9.7% | -0.9% | -9.3% |
| 6M | -9.3% | +7.0% | -16.3% | -10.5% |
| YTD | +1.1% | +4.5% | -3.3% | 0.0% |
| 1Y | +3.4% | -11.6% | +15.0% | +4.7% |
| 3Y | +67.9% | +58.5% | +9.4% | +54.9% |
| 5Y | +98.0% | +112.6% | -14.6% | +72.3% |
| All | +140.2% | +292.9% | -152.7% | +98.9% |
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