+713.9%
PH vs PFGC
+366.4%
+347.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.1% | +15.0% | -12.9% | -2.8% |
| 30D | +0.3% | +17.0% | -16.7% | -5.3% |
| 3M | -8.8% | -2.5% | -6.4% | -8.8% |
| 6M | +10.0% | +19.2% | -9.2% | +2.9% |
| YTD | +10.5% | +23.4% | -13.0% | +1.4% |
| 1Y | +15.5% | +13.9% | +1.7% | +8.7% |
| 3Y | +136.4% | +82.0% | +54.4% | +90.6% |
| 5Y | +213.6% | +128.7% | +84.9% | +130.5% |
| 10Y | +713.9% | +361.5% | +352.4% | +432.2% |
| All | +713.9% | +366.4% | +347.5% | +432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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