+363.2%
PFGC vs FIVN
+86.2%
+277.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.5% |
| 7D | +3.4% | -2.8% | +6.3% | +3.8% |
| 30D | +16.9% | -17.4% | +34.3% | +19.1% |
| 3M | +6.4% | -19.2% | +25.6% | +8.3% |
| 6M | +16.0% | +29.4% | -13.3% | +10.2% |
| YTD | +23.6% | +36.3% | -12.6% | +14.8% |
| 1Y | +16.6% | +33.5% | -16.9% | +8.4% |
| 3Y | +82.3% | -56.8% | +139.1% | +92.6% |
| 5Y | +138.7% | -83.0% | +221.7% | +174.3% |
| All | +363.2% | +86.2% | +277.0% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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