+409.4%
PFGC vs ITOT
+358.8%
+50.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -2.4% | +0.7% | -3.1% | -3.2% |
| 30D | -15.8% | -1.1% | -14.7% | -14.7% |
| 3M | -0.6% | +3.9% | -4.5% | -5.7% |
| 6M | +10.7% | +14.7% | -4.1% | -7.4% |
| YTD | +7.6% | +13.3% | -5.7% | -8.7% |
| 1Y | -7.8% | +19.1% | -27.0% | -27.1% |
| 3Y | +63.7% | +77.3% | -13.6% | -24.2% |
| 5Y | +112.3% | +74.1% | +38.2% | +0.9% |
| 10Y | +286.7% | +293.1% | -6.4% | -18.8% |
| All | +409.4% | +358.8% | +50.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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