+363.2%
PFGC vs FDS
+127.7%
+235.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +3.4% | +1.5% | +2.0% | +2.7% |
| 30D | +16.9% | +14.8% | +2.1% | +10.0% |
| 3M | +6.4% | +16.3% | -9.9% | -1.4% |
| 6M | +16.0% | +66.2% | -50.2% | -11.2% |
| YTD | +23.6% | +16.2% | +7.4% | +10.4% |
| 1Y | +16.6% | +21.8% | -5.2% | +1.0% |
| 3Y | +82.3% | -23.9% | +106.2% | +101.8% |
| 5Y | +138.7% | -23.1% | +161.8% | +156.3% |
| All | +363.2% | +127.7% | +235.6% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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