+686.6%
P vs PFGC
+347.9%
+338.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | -23.8% | +8.5% | -32.3% | -26.6% |
| 30D | -36.6% | +15.0% | -51.6% | -40.4% |
| 3M | +10.9% | -6.2% | +17.1% | +11.9% |
| 6M | +30.0% | +15.7% | +14.2% | +20.6% |
| YTD | +44.4% | +19.6% | +24.8% | +30.6% |
| 1Y | +3.9% | +13.2% | -9.3% | -4.0% |
| 3Y | +176.6% | +77.0% | +99.6% | +113.8% |
| 5Y | +249.3% | +121.5% | +127.8% | +141.2% |
| All | +686.6% | +347.9% | +338.7% | +301.7% |
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