+107.2%
PFGC vs MKTX
-60.5%
+167.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.6% |
| 3M | -9.7% | +40.8% | -50.5% | -14.8% |
| 6M | +7.0% | -8.0% | +15.0% | +8.6% |
| YTD | +4.5% | -8.7% | +13.2% | +6.1% |
| 1Y | -11.6% | -11.8% | +0.3% | -9.7% |
| 3Y | +58.5% | -24.0% | +82.5% | +60.2% |
| All | +107.2% | -60.5% | +167.7% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling