+44.1%
PL vs PFGC
+95.9%
-51.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +5.6% | +15.0% | -9.4% | -2.1% |
| 30D | -16.9% | +17.0% | -33.9% | -24.1% |
| 3M | -38.2% | -2.5% | -35.8% | -38.2% |
| 6M | -63.4% | +19.2% | -82.6% | -67.5% |
| YTD | -27.6% | +23.4% | -51.1% | -37.4% |
| 1Y | +6.6% | +13.9% | -7.3% | -3.7% |
| 3Y | +557.6% | +82.0% | +475.6% | +370.3% |
| 5Y | +39.5% | +128.7% | -89.2% | -12.3% |
| All | +44.1% | +95.9% | -51.8% | -8.9% |
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 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