+128.0%
PFGC vs FIVE
+14.2%
+113.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +8.5% | -0.3% | +8.8% | +8.7% |
| 30D | +15.0% | +17.7% | -2.7% | +10.9% |
| 3M | -6.2% | +4.0% | -10.2% | -7.2% |
| 6M | +15.7% | +2.6% | +13.1% | +14.2% |
| YTD | +19.6% | +27.6% | -8.0% | +11.6% |
| 1Y | +13.2% | +59.9% | -46.8% | 0.0% |
| 3Y | +77.0% | +35.8% | +41.2% | +58.7% |
| All | +128.0% | +14.2% | +113.8% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling