+403.3%
PFGC vs PSLV
+287.0%
+116.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | -3.7% | +3.3% | -7.0% | -4.3% |
| 30D | -16.0% | +2.1% | -18.1% | -16.4% |
| 3M | -4.1% | +7.1% | -11.3% | -5.7% |
| 6M | +8.7% | -21.6% | +30.3% | +12.5% |
| YTD | +6.4% | -6.7% | +13.1% | +2.5% |
| 1Y | -8.4% | +59.3% | -67.7% | -23.6% |
| 3Y | +61.8% | +182.1% | -120.3% | +12.4% |
| 5Y | +108.7% | +162.6% | -53.9% | +45.2% |
| 10Y | +298.1% | +203.0% | +95.1% | +128.3% |
| All | +403.3% | +287.0% | +116.3% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling