+137.4%
PFGC vs FLR
+112.0%
+25.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +3.4% | +5.4% | -2.0% | +2.6% |
| 30D | +16.9% | +2.8% | +14.1% | +16.2% |
| 3M | +6.4% | -6.4% | +12.8% | +7.1% |
| 6M | +16.0% | +8.8% | +7.2% | +12.8% |
| YTD | +23.6% | +23.6% | 0.0% | +16.4% |
| 1Y | +16.6% | +13.8% | +2.8% | +11.3% |
| 3Y | +82.3% | +36.5% | +45.8% | +57.6% |
| All | +137.4% | +112.0% | +25.4% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling