+488.3%
PFGC vs GPC
+110.0%
+378.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +2.6% |
| 7D | +10.8% | +0.8% | +10.0% | +10.4% |
| 30D | +17.8% | -1.1% | +18.9% | +18.4% |
| 3M | -2.7% | -6.6% | +3.9% | +0.9% |
| 6M | +20.0% | +22.2% | -2.2% | +4.6% |
| YTD | +24.3% | +5.1% | +19.2% | +16.2% |
| 1Y | +13.2% | +2.8% | +10.4% | +7.2% |
| 3Y | +85.9% | +2.4% | +83.6% | +65.4% |
| 5Y | +141.0% | +7.8% | +133.3% | +100.6% |
| 10Y | +370.6% | +87.2% | +283.4% | +167.9% |
| All | +488.3% | +110.0% | +378.3% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling