+235.7%
PBF vs PFGC
+362.5%
-126.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.9% |
| 7D | -15.3% | +15.0% | -30.3% | -21.5% |
| 30D | -21.8% | +17.0% | -38.8% | -28.3% |
| 3M | -0.2% | -2.5% | +2.2% | -0.9% |
| 6M | +63.6% | +19.2% | +44.4% | +46.3% |
| YTD | +147.5% | +23.4% | +124.1% | +110.4% |
| 1Y | +69.8% | +13.9% | +56.0% | +50.3% |
| 3Y | +65.3% | +82.0% | -16.7% | +12.9% |
| 5Y | +393.4% | +128.7% | +264.7% | +175.4% |
| All | +235.7% | +362.5% | -126.8% | +62.8% |
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