-76.7%
PCG vs PFGC
+360.0%
-436.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | -1.1% | +10.8% | -11.9% | -3.7% |
| 30D | +0.1% | +17.8% | -17.7% | -4.1% |
| 3M | -24.4% | -2.7% | -21.7% | -24.1% |
| 6M | -17.7% | +20.0% | -37.7% | -21.5% |
| YTD | -17.4% | +24.3% | -41.7% | -22.4% |
| 1Y | -19.4% | +13.2% | -32.6% | -22.6% |
| 3Y | -18.6% | +85.9% | -104.5% | -31.5% |
| 5Y | +10.2% | +141.0% | -130.8% | -15.0% |
| 10Y | -76.7% | +370.6% | -447.3% | -85.2% |
| All | -76.7% | +360.0% | -436.6% | -85.2% |
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