+49.6%
PFE vs PFGC
+360.0%
-310.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.9% |
| 7D | -4.7% | +10.8% | -15.5% | -5.6% |
| 30D | +3.4% | +17.8% | -14.4% | +1.9% |
| 3M | +9.2% | -2.7% | +12.0% | +9.3% |
| 6M | +15.8% | +20.0% | -4.2% | +13.9% |
| YTD | +23.4% | +24.3% | -0.9% | +20.8% |
| 1Y | +25.8% | +13.2% | +12.6% | +24.1% |
| 3Y | +17.8% | +85.9% | -68.1% | +11.3% |
| 5Y | -20.2% | +141.0% | -161.2% | -26.6% |
| 10Y | +49.6% | +370.6% | -321.0% | +36.8% |
| All | +49.6% | +360.0% | -310.4% | +36.8% |
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