+527.9%
NYT vs PFGC
+394.4%
+133.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -0.6% | -4.8% | +4.2% | +0.2% |
| 30D | +4.6% | -12.5% | +17.1% | +6.8% |
| 3M | -9.6% | -9.7% | +0.1% | -8.2% |
| 6M | -14.0% | +7.0% | -21.0% | -15.1% |
| YTD | -2.8% | +4.5% | -7.3% | -3.9% |
| 1Y | +15.6% | -11.6% | +27.2% | +17.3% |
| 3Y | +56.3% | +58.5% | -2.2% | +43.9% |
| 5Y | +39.5% | +112.6% | -73.1% | +21.5% |
| 10Y | +488.0% | +291.1% | +196.9% | +335.8% |
| All | +527.9% | +394.4% | +133.5% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling