+344.7%
PFGC vs RACE
+647.6%
-302.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -2.2% | -2.5% | +0.3% | -1.2% |
| 30D | -11.9% | +0.8% | -12.7% | -12.4% |
| 3M | +5.0% | +17.2% | -12.2% | -2.5% |
| 6M | +8.6% | +13.6% | -5.0% | +1.8% |
| YTD | +9.7% | +12.2% | -2.5% | +2.7% |
| 1Y | -6.3% | -16.3% | +10.0% | -1.3% |
| 3Y | +58.2% | +36.4% | +21.8% | +26.6% |
| 5Y | +110.4% | +95.0% | +15.5% | +38.0% |
| 10Y | +272.8% | +813.2% | -540.5% | +74.3% |
| All | +344.7% | +647.6% | -302.9% | +104.9% |
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