+55.8%
PFE vs PFGC
+419.1%
-363.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | +10.2% | -11.9% | +22.2% | +11.4% |
| 3M | +12.7% | +5.0% | +7.7% | +12.1% |
| 6M | +10.5% | +8.6% | +1.9% | +9.6% |
| YTD | +20.2% | +9.7% | +10.5% | +18.9% |
| 1Y | +24.1% | -6.3% | +30.4% | +24.3% |
| 3Y | -3.6% | +58.2% | -61.8% | -7.8% |
| 5Y | -20.9% | +110.4% | -131.3% | -26.6% |
| 10Y | +35.8% | +272.8% | -236.9% | +23.1% |
| All | +55.8% | +419.1% | -363.3% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling