+112.7%
PFGC vs PENG
+115.2%
-2.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -1.2% |
| 7D | -2.2% | +4.5% | -6.7% | -2.7% |
| 30D | -11.9% | -7.1% | -4.8% | -11.4% |
| 3M | +5.0% | -27.3% | +32.3% | +6.5% |
| 6M | +8.6% | +169.6% | -161.0% | -10.3% |
| YTD | +9.7% | +164.6% | -154.9% | -9.5% |
| 1Y | -6.3% | +109.5% | -115.8% | -20.5% |
| 3Y | +58.2% | +98.9% | -40.7% | +26.0% |
| All | +112.7% | +115.2% | -2.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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