+419.1%
PFGC vs FLR
+48.2%
+370.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -2.2% | +5.4% | -7.6% | -4.2% |
| 30D | -11.9% | +11.4% | -23.3% | -16.5% |
| 3M | +5.0% | +11.4% | -6.4% | -1.6% |
| 6M | +8.6% | +16.6% | -8.0% | -1.7% |
| YTD | +9.7% | +41.7% | -32.0% | -8.8% |
| 1Y | -6.3% | +35.4% | -41.7% | -21.8% |
| 3Y | +58.2% | +57.3% | +0.9% | +11.8% |
| 5Y | +110.4% | +241.0% | -130.6% | -4.7% |
| 10Y | +272.8% | +16.6% | +256.1% | +8.1% |
| All | +419.1% | +48.2% | +370.9% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling