+286.7%
PFGC vs FIVE
+475.1%
-188.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -2.4% | +3.7% | -6.1% | -3.7% |
| 30D | -15.8% | +4.0% | -19.7% | -17.1% |
| 3M | -0.6% | +36.2% | -36.8% | -11.4% |
| 6M | +10.7% | +18.0% | -7.4% | +2.5% |
| YTD | +7.6% | +34.9% | -27.2% | -5.2% |
| 1Y | -7.8% | +67.9% | -75.7% | -25.6% |
| 3Y | +63.7% | +57.3% | +6.4% | +22.6% |
| 5Y | +112.3% | +39.5% | +72.7% | +57.9% |
| 10Y | +286.7% | +496.4% | -209.7% | +76.9% |
| All | +286.7% | +475.1% | -188.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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