+361.5%
PFGC vs FDS
+127.5%
+234.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +15.0% | -2.0% | +17.0% | +16.2% |
| 30D | +17.0% | +13.5% | +3.5% | +10.6% |
| 3M | -2.5% | +15.2% | -17.6% | -9.2% |
| 6M | +19.2% | +47.0% | -27.8% | -3.4% |
| YTD | +23.4% | +13.9% | +9.6% | +11.3% |
| 1Y | +13.9% | +25.2% | -11.3% | -3.3% |
| 3Y | +82.0% | -25.3% | +107.3% | +103.2% |
| 5Y | +128.7% | -23.3% | +152.0% | +144.8% |
| 10Y | +361.5% | +126.0% | +235.5% | +173.4% |
| All | +361.5% | +127.5% | +234.1% | +173.4% |
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