+808.8%
NOW vs PFGC
+273.6%
+535.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.0% |
| 30D | +20.5% | -11.9% | +32.4% | +23.4% |
| 3M | +18.3% | +5.0% | +13.3% | +17.1% |
| 6M | +24.1% | +8.6% | +15.5% | +21.7% |
| YTD | -7.8% | +9.7% | -17.5% | -10.2% |
| 1Y | -21.4% | -6.3% | -15.1% | -21.1% |
| 3Y | +19.5% | +58.2% | -38.7% | +8.1% |
| 5Y | +4.1% | +110.4% | -106.4% | -10.8% |
| All | +808.8% | +273.6% | +535.2% | +625.1% |
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 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