+15.3%
O vs PFGC
+111.7%
-96.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.3% | -3.7% | +1.5% | -1.6% |
| 30D | -2.4% | -16.0% | +13.5% | +0.4% |
| 3M | -0.6% | -4.1% | +3.6% | 0.0% |
| 6M | -5.0% | +8.7% | -13.7% | -6.5% |
| YTD | +10.4% | +6.4% | +4.0% | +8.6% |
| 1Y | +6.6% | -8.4% | +14.9% | +7.6% |
| 3Y | +28.4% | +61.8% | -33.4% | +15.4% |
| 5Y | +15.3% | +108.7% | -93.4% | -3.6% |
| All | +15.3% | +111.7% | -96.4% | -3.6% |
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