+363.2%
PFGC vs SM
+18.0%
+345.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.4% | +9.4% | -6.0% | +1.5% |
| 30D | +16.9% | -14.4% | +31.3% | +19.4% |
| 3M | +6.4% | +1.6% | +4.9% | +4.4% |
| 6M | +16.0% | +6.3% | +9.7% | +11.3% |
| YTD | +23.6% | +78.8% | -55.2% | +4.4% |
| 1Y | +16.6% | +83.1% | -66.5% | -2.3% |
| 3Y | +82.3% | -5.9% | +88.2% | +69.1% |
| 5Y | +138.7% | +4.8% | +133.9% | +103.1% |
| All | +363.2% | +18.0% | +345.2% | +66.2% |
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