+143.9%
PFGC vs FGI
-70.6%
+214.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +8.5% | -7.0% | +15.5% | +8.6% |
| 30D | +15.0% | -4.2% | +19.2% | +15.0% |
| 3M | -6.2% | +55.6% | -61.8% | -6.9% |
| 6M | +15.7% | -3.2% | +18.9% | +15.4% |
| YTD | +19.6% | +29.1% | -9.6% | +17.7% |
| 1Y | +13.2% | +51.0% | -37.8% | +10.6% |
| 3Y | +77.0% | +1.5% | +75.4% | +69.9% |
| All | +143.9% | -70.6% | +214.5% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling