+128.0%
PFGC vs GPC
+3.6%
+124.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | +8.5% | +1.6% | +7.0% | +7.9% |
| 30D | +15.0% | -2.1% | +17.1% | +15.9% |
| 3M | -6.2% | -6.8% | +0.6% | -3.7% |
| 6M | +15.7% | +18.6% | -2.9% | +6.6% |
| YTD | +19.6% | +2.7% | +16.9% | +14.9% |
| 1Y | +13.2% | +1.8% | +11.4% | +9.2% |
| 3Y | +77.0% | +1.1% | +75.9% | +61.0% |
| All | +128.0% | +3.6% | +124.4% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling