+662.0%
PBR vs PFGC
+292.9%
+369.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.4% | -4.8% | +10.1% | +7.2% |
| 30D | +22.9% | -12.5% | +35.4% | +28.6% |
| 3M | +19.6% | -9.7% | +29.4% | +23.3% |
| 6M | +16.5% | +7.0% | +9.5% | +12.0% |
| YTD | +86.7% | +4.5% | +82.2% | +79.6% |
| 1Y | +74.7% | -11.6% | +86.3% | +78.5% |
| 3Y | +102.6% | +58.5% | +44.1% | +62.8% |
| 5Y | +566.6% | +112.6% | +454.0% | +354.3% |
| All | +662.0% | +292.9% | +369.1% | +313.7% |
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