+128.0%
PFGC vs PENG
+42.1%
+85.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.4% | -14.4% | -3.0% |
| 7D | +8.5% | -19.4% | +28.0% | +9.9% |
| 30D | +15.0% | -42.4% | +57.4% | +19.8% |
| 3M | -6.2% | -25.6% | +19.5% | -5.3% |
| 6M | +15.7% | +7.3% | +8.5% | +7.1% |
| YTD | +19.6% | +113.9% | -94.3% | -1.3% |
| 1Y | +13.2% | +93.6% | -80.4% | -5.4% |
| 3Y | +77.0% | +170.2% | -93.3% | +30.8% |
| All | +128.0% | +42.1% | +85.9% | +80.6% |
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