+287.2%
PFGC vs SM
+23.2%
+263.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -4.8% | +2.1% | -7.0% | -5.3% |
| 30D | -17.2% | +18.1% | -35.3% | -20.1% |
| 3M | -6.3% | +17.0% | -23.3% | -10.1% |
| 6M | +8.8% | +55.4% | -46.6% | -3.0% |
| YTD | +4.9% | +108.6% | -103.6% | -12.7% |
| 1Y | -9.5% | +45.7% | -55.2% | -19.3% |
| 3Y | +59.6% | -0.3% | +59.9% | +48.3% |
| 5Y | +113.5% | +113.0% | +0.5% | +57.0% |
| All | +287.2% | +23.2% | +263.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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