+384.7%
PFGC vs RACE
+658.9%
-274.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | +8.5% | +5.1% | +3.4% | +6.3% |
| 30D | +15.0% | +7.7% | +7.3% | +11.5% |
| 3M | -6.2% | +2.2% | -8.4% | -7.2% |
| 6M | +15.7% | +23.8% | -8.0% | +4.6% |
| YTD | +19.6% | +13.9% | +5.6% | +11.2% |
| 1Y | +13.2% | +3.8% | +9.4% | +9.5% |
| 3Y | +77.0% | +28.0% | +48.9% | +46.6% |
| 5Y | +121.5% | +64.9% | +56.5% | +57.3% |
| 10Y | +354.5% | +780.4% | -425.8% | +112.4% |
| All | +384.7% | +658.9% | -274.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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