+285.5%
PFGC vs PSLV
+190.6%
+94.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.8% | -3.5% | -1.3% | -4.2% |
| 30D | -12.5% | -2.1% | -10.4% | -12.3% |
| 3M | -9.7% | -1.6% | -8.1% | -9.9% |
| 6M | +7.0% | -25.5% | +32.5% | +12.0% |
| YTD | +4.5% | -11.4% | +15.9% | +1.3% |
| 1Y | -11.6% | +48.6% | -60.2% | -26.4% |
| 3Y | +58.5% | +166.9% | -108.4% | +7.5% |
| 5Y | +112.6% | +152.4% | -39.8% | +43.4% |
| All | +285.5% | +190.6% | +94.9% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling