-76.2%
PCG vs PFGC
+362.5%
-438.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.5% | +15.0% | -15.5% | -4.0% |
| 30D | +0.8% | +17.0% | -16.2% | -3.3% |
| 3M | -22.0% | -2.5% | -19.6% | -21.8% |
| 6M | -17.1% | +19.2% | -36.3% | -20.9% |
| YTD | -16.9% | +23.4% | -40.3% | -21.8% |
| 1Y | -19.1% | +13.9% | -32.9% | -22.4% |
| 3Y | -19.4% | +82.0% | -101.4% | -31.9% |
| 5Y | +9.0% | +128.7% | -119.7% | -14.9% |
| All | -76.2% | +362.5% | -438.7% | -84.8% |
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