-23.8%
PFE vs PFGC
+138.1%
-161.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.7% | +3.4% | -5.1% | -2.1% |
| 30D | +0.3% | +16.9% | -16.6% | -1.3% |
| 3M | +9.4% | +6.4% | +3.0% | +8.5% |
| 6M | +14.9% | +16.0% | -1.1% | +12.9% |
| YTD | +23.8% | +23.6% | +0.2% | +20.5% |
| 1Y | +19.5% | +16.6% | +2.9% | +17.1% |
| 3Y | +21.0% | +82.3% | -61.2% | +13.3% |
| All | -23.8% | +138.1% | -161.9% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling