+35.2%
PFE vs PFGC
+287.3%
-252.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +2.7% | -16.0% | +18.7% | +4.1% |
| 3M | +10.0% | -4.1% | +14.1% | +10.3% |
| 6M | +7.2% | +8.7% | -1.5% | +6.3% |
| YTD | +17.3% | +6.4% | +11.0% | +16.4% |
| 1Y | +20.3% | -8.4% | +28.7% | +20.8% |
| 3Y | -1.6% | +61.8% | -63.4% | -6.0% |
| 5Y | -21.4% | +108.7% | -130.1% | -26.7% |
| 10Y | +35.2% | +298.1% | -262.9% | +24.1% |
| All | +35.2% | +287.3% | -252.1% | +24.1% |
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