+107.2%
PFGC vs NTRS
+93.2%
+14.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -4.8% | +1.4% | -6.1% | -5.3% |
| 30D | -12.5% | -0.7% | -11.9% | -12.3% |
| 3M | -9.7% | +11.3% | -21.0% | -14.1% |
| 6M | +7.0% | +35.5% | -28.5% | -6.9% |
| YTD | +4.5% | +40.6% | -36.1% | -11.1% |
| 1Y | -11.6% | +49.2% | -60.8% | -27.0% |
| 3Y | +58.5% | +167.2% | -108.7% | -3.2% |
| All | +107.2% | +93.2% | +14.0% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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