+1,075.1%
PH vs PFGC
+419.1%
+656.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.1% | -2.2% | -0.9% | -2.4% |
| 30D | -3.2% | -11.9% | +8.7% | +0.6% |
| 3M | +10.6% | +5.0% | +5.6% | +8.6% |
| 6M | -2.1% | +8.6% | -10.7% | -5.2% |
| YTD | +10.2% | +9.7% | +0.5% | +5.9% |
| 1Y | +28.2% | -6.3% | +34.5% | +29.2% |
| 3Y | +134.9% | +58.2% | +76.7% | +100.1% |
| 5Y | +253.6% | +110.4% | +143.2% | +170.4% |
| 10Y | +804.7% | +272.8% | +532.0% | +497.2% |
| All | +1,075.1% | +419.1% | +656.0% | +603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling