+419.1%
PFGC vs USFR
+28.4%
+390.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -11.9% | +0.3% | -12.2% | -12.3% |
| 3M | +5.0% | +1.0% | +4.0% | +3.5% |
| 6M | +8.6% | +1.9% | +6.7% | +5.7% |
| YTD | +9.7% | +2.6% | +7.1% | +5.8% |
| 1Y | -6.3% | +4.0% | -10.3% | -11.3% |
| 3Y | +58.2% | +14.1% | +44.1% | +31.3% |
| 5Y | +110.4% | +20.4% | +90.0% | +60.5% |
| 10Y | +272.8% | +28.0% | +244.7% | +178.2% |
| All | +419.1% | +28.4% | +390.7% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling