+484.2%
PFGC vs FDS
+133.4%
+350.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +15.0% | -2.0% | +17.0% | +16.1% |
| 30D | +17.0% | +13.5% | +3.5% | +10.8% |
| 3M | -2.5% | +15.2% | -17.6% | -9.1% |
| 6M | +19.2% | +47.0% | -27.8% | -2.9% |
| YTD | +23.4% | +13.9% | +9.6% | +11.4% |
| 1Y | +13.9% | +25.2% | -11.3% | -2.9% |
| 3Y | +82.0% | -25.3% | +107.3% | +101.9% |
| 5Y | +128.7% | -23.3% | +152.0% | +144.0% |
| 10Y | +361.5% | +126.0% | +235.5% | +183.5% |
| All | +484.2% | +133.4% | +350.8% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling