+287.2%
PFGC vs FLR
+18.3%
+268.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.4% |
| 7D | -4.8% | -6.9% | +2.0% | -2.2% |
| 30D | -17.2% | +1.1% | -18.3% | -17.8% |
| 3M | -6.3% | +14.3% | -20.7% | -13.0% |
| 6M | +8.8% | +19.1% | -10.3% | -2.5% |
| YTD | +4.9% | +35.1% | -30.2% | -11.4% |
| 1Y | -9.5% | +29.5% | -39.0% | -23.4% |
| 3Y | +59.6% | +53.0% | +6.6% | +13.2% |
| 5Y | +113.5% | +238.9% | -125.4% | -5.0% |
| All | +287.2% | +18.3% | +268.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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