+141.0%
PFGC vs SPY
+71.5%
+69.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.7% |
| 7D | +10.8% | +0.1% | +10.8% | +10.7% |
| 30D | +17.8% | -3.3% | +21.1% | +21.4% |
| 3M | -2.7% | -2.4% | -0.3% | -0.7% |
| 6M | +20.0% | +2.6% | +17.5% | +16.2% |
| YTD | +24.3% | +11.2% | +13.1% | +11.0% |
| 1Y | +13.2% | +13.4% | -0.2% | -1.0% |
| 3Y | +85.9% | +79.9% | +6.0% | -2.6% |
| 5Y | +141.0% | +72.2% | +68.9% | +35.0% |
| All | +141.0% | +71.5% | +69.6% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling