+465.8%
PFGC vs GPC
+105.2%
+360.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.2% |
| 7D | +8.5% | +1.6% | +7.0% | +7.7% |
| 30D | +15.0% | -2.1% | +17.1% | +16.2% |
| 3M | -6.2% | -6.8% | +0.6% | -2.6% |
| 6M | +15.7% | +18.6% | -2.9% | +2.6% |
| YTD | +19.6% | +2.7% | +16.9% | +13.3% |
| 1Y | +13.2% | +1.8% | +11.4% | +7.7% |
| 3Y | +77.0% | +1.1% | +75.9% | +58.3% |
| 5Y | +121.5% | +4.1% | +117.4% | +88.5% |
| 10Y | +354.5% | +88.2% | +266.3% | +159.1% |
| All | +465.8% | +105.2% | +360.6% | +210.3% |
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