-72.2%
OPEN vs PFGC
+265.8%
-338.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | -2.9% | -3.7% | +0.8% | -0.6% |
| 30D | -13.8% | -16.0% | +2.2% | -4.3% |
| 3M | -30.9% | -4.1% | -26.7% | -29.7% |
| 6M | -40.9% | +8.7% | -49.7% | -45.0% |
| YTD | -48.5% | +6.4% | -54.9% | -51.8% |
| 1Y | -50.9% | -8.4% | -42.5% | -49.2% |
| 3Y | -20.6% | +61.8% | -82.4% | -41.0% |
| 5Y | -84.2% | +108.7% | -192.9% | -89.3% |
| All | -72.2% | +265.8% | -338.1% | -81.6% |
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 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