+131.9%
PFGC vs USFR
+21.4%
+110.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.6% |
| 30D | +17.4% | +0.4% | +17.0% | +17.8% |
| 3M | -2.4% | +1.1% | -3.5% | -1.5% |
| 6M | +18.2% | +2.1% | +16.2% | +20.1% |
| YTD | +23.7% | +3.4% | +20.2% | +26.8% |
| 1Y | +15.0% | +4.1% | +10.9% | +18.4% |
| 3Y | +82.3% | +14.4% | +67.9% | +109.6% |
| 5Y | +131.9% | +21.4% | +110.5% | +176.7% |
| All | +131.9% | +21.4% | +110.5% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling