+485.4%
P vs PFGC
+356.0%
+129.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +6.5% | -2.2% | +8.7% | +7.4% |
| 30D | +18.8% | -11.9% | +30.8% | +23.9% |
| 3M | +26.7% | +5.0% | +21.7% | +23.5% |
| 6M | +62.2% | +8.6% | +53.6% | +55.3% |
| YTD | +48.5% | +9.7% | +38.8% | +40.6% |
| 1Y | +26.4% | -6.3% | +32.7% | +26.5% |
| 3Y | +159.4% | +58.2% | +101.2% | +112.9% |
| 5Y | +275.8% | +110.4% | +165.4% | +171.0% |
| 10Y | +732.0% | +272.8% | +459.3% | +358.8% |
| All | +485.4% | +356.0% | +129.4% | +210.9% |
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