+396.6%
PFGC vs NTRS
+268.0%
+128.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -2.2% |
| 7D | -4.8% | +0.3% | -5.2% | -5.0% |
| 30D | -17.2% | +0.2% | -17.4% | -17.4% |
| 3M | -6.3% | +13.2% | -19.6% | -13.7% |
| 6M | +8.8% | +36.9% | -28.1% | -11.5% |
| YTD | +4.9% | +39.1% | -34.2% | -16.2% |
| 1Y | -9.5% | +50.4% | -59.9% | -31.6% |
| 3Y | +59.6% | +166.8% | -107.2% | -20.4% |
| 5Y | +113.5% | +92.9% | +20.6% | +27.5% |
| 10Y | +292.8% | +255.7% | +37.1% | +80.0% |
| All | +396.6% | +268.0% | +128.6% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling