+285.5%
PFGC vs MKTX
+5.0%
+280.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -12.5% | +0.7% | -13.3% | -12.7% |
| 3M | -9.7% | +40.8% | -50.5% | -16.1% |
| 6M | +7.0% | -8.0% | +15.0% | +8.1% |
| YTD | +4.5% | -8.7% | +13.2% | +5.5% |
| 1Y | -11.6% | -11.8% | +0.3% | -10.2% |
| 3Y | +58.5% | -24.0% | +82.5% | +60.8% |
| 5Y | +112.6% | -60.3% | +172.9% | +146.6% |
| All | +285.5% | +5.0% | +280.4% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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