+41.6%
NYT vs PFGC
+110.3%
-68.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | -4.8% | +4.2% | +0.7% |
| 30D | +4.6% | -12.5% | +17.1% | +8.3% |
| 3M | -9.6% | -9.7% | +0.1% | -7.3% |
| 6M | -14.0% | +7.0% | -21.0% | -15.9% |
| YTD | -2.8% | +4.5% | -7.3% | -4.7% |
| 1Y | +15.6% | -11.6% | +27.2% | +18.4% |
| 3Y | +56.3% | +58.5% | -2.2% | +35.1% |
| All | +41.6% | +110.3% | -68.7% | +10.3% |
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 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