+60.9%
PFE vs PFGC
+465.8%
-404.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.5% |
| 7D | -3.7% | +8.5% | -12.2% | -4.4% |
| 30D | +5.0% | +15.0% | -10.0% | +3.7% |
| 3M | +12.2% | -6.2% | +18.4% | +12.6% |
| 6M | +14.6% | +15.7% | -1.2% | +13.0% |
| YTD | +24.1% | +19.6% | +4.6% | +21.8% |
| 1Y | +26.6% | +13.2% | +13.4% | +24.7% |
| 3Y | +14.3% | +77.0% | -62.6% | +8.2% |
| 5Y | -21.9% | +121.5% | -143.4% | -27.9% |
| 10Y | +62.6% | +354.5% | -291.9% | +43.8% |
| All | +60.9% | +465.8% | -404.9% | +32.7% |
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