-75.2%
PCG vs PFGC
+273.4%
-348.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.9% | +5.5% | +4.1% |
| 7D | +5.4% | -2.4% | +7.8% | +6.0% |
| 30D | -15.1% | -15.8% | +0.6% | -11.5% |
| 3M | -9.8% | -0.6% | -9.2% | -9.7% |
| 6M | -18.0% | +10.7% | -28.7% | -20.2% |
| YTD | -7.2% | +7.6% | -14.9% | -9.5% |
| 1Y | +2.9% | -7.8% | +10.7% | +4.0% |
| 3Y | -11.1% | +63.7% | -74.8% | -22.8% |
| 5Y | +61.8% | +112.3% | -50.5% | +28.6% |
| 10Y | -75.2% | +286.7% | -361.8% | -83.9% |
| All | -75.2% | +273.4% | -348.6% | -83.9% |
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 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