+285.5%
PFGC vs BR
+189.7%
+95.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.8% | -3.0% | -1.8% | -3.5% |
| 30D | -12.5% | -0.3% | -12.2% | -12.6% |
| 3M | -9.7% | +17.3% | -27.0% | -16.7% |
| 6M | +7.0% | -6.7% | +13.7% | +9.3% |
| YTD | +4.5% | -23.4% | +27.9% | +16.6% |
| 1Y | -11.6% | -32.7% | +21.1% | +5.3% |
| 3Y | +58.5% | -5.9% | +64.4% | +56.8% |
| 5Y | +112.6% | +8.4% | +104.1% | +90.9% |
| All | +285.5% | +189.7% | +95.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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