+358.2%
PFGC vs GPC
+74.2%
+284.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +0.3% | -1.3% | +1.5% | +1.1% |
| 30D | +16.1% | -6.0% | +22.2% | +20.4% |
| 3M | +2.4% | -7.6% | +10.0% | +6.9% |
| 6M | +15.7% | +24.2% | -8.5% | -0.5% |
| YTD | +22.3% | +2.7% | +19.6% | +15.7% |
| 1Y | +13.9% | +0.2% | +13.7% | +9.3% |
| 3Y | +80.3% | -0.8% | +81.0% | +62.8% |
| 5Y | +136.1% | +4.4% | +131.7% | +98.6% |
| All | +358.2% | +74.2% | +284.0% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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