+40.4%
PL vs PFGC
+94.1%
-53.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.5% |
| 7D | +22.3% | +0.3% | +22.0% | +22.2% |
| 30D | -8.3% | +16.1% | -24.4% | -15.9% |
| 3M | -43.3% | +2.4% | -45.6% | -44.5% |
| 6M | -65.8% | +15.7% | -81.5% | -69.2% |
| YTD | -29.5% | +22.3% | -51.8% | -38.7% |
| 1Y | +11.7% | +13.9% | -2.1% | +0.8% |
| 3Y | +540.6% | +80.3% | +460.3% | +360.3% |
| 5Y | +32.9% | +136.1% | -103.2% | -16.0% |
| All | +40.4% | +94.1% | -53.7% | -10.8% |
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