+403.3%
PFGC vs MKTX
+98.5%
+304.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -16.0% | +1.0% | -16.9% | -16.1% |
| 3M | -4.1% | +40.8% | -44.9% | -11.1% |
| 6M | +8.7% | -10.9% | +19.6% | +10.5% |
| YTD | +6.4% | -8.6% | +14.9% | +7.3% |
| 1Y | -8.4% | -11.6% | +3.2% | -7.0% |
| 3Y | +61.8% | -24.5% | +86.3% | +64.4% |
| 5Y | +108.7% | -60.7% | +169.4% | +142.8% |
| 10Y | +298.1% | +5.1% | +293.0% | +253.6% |
| All | +403.3% | +98.5% | +304.8% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling