+285.5%
PFGC vs USFR
+28.1%
+257.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.6% |
| 7D | -4.8% | +0.1% | -4.9% | -5.1% |
| 30D | -12.5% | +0.4% | -12.9% | -13.3% |
| 3M | -9.7% | +1.0% | -10.8% | -11.9% |
| 6M | +7.0% | +2.0% | +5.0% | +2.3% |
| YTD | +4.5% | +2.8% | +1.7% | -1.9% |
| 1Y | -11.6% | +4.1% | -15.7% | -19.5% |
| 3Y | +58.5% | +14.1% | +44.3% | +16.0% |
| 5Y | +112.6% | +20.6% | +92.0% | +34.1% |
| All | +285.5% | +28.1% | +257.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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