+45.2%
PL vs PFGC
+97.3%
-52.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.0% | +10.5% | +12.6% |
| 7D | +10.9% | +10.8% | 0.0% | +4.5% |
| 30D | -16.4% | +17.8% | -34.2% | -23.8% |
| 3M | -39.9% | -2.7% | -37.2% | -39.8% |
| 6M | -63.2% | +20.0% | -83.2% | -67.4% |
| YTD | -27.1% | +24.3% | -51.4% | -37.2% |
| 1Y | +12.2% | +13.2% | -1.0% | +1.7% |
| 3Y | +584.3% | +85.9% | +498.4% | +384.8% |
| 5Y | +37.0% | +141.0% | -104.1% | -14.1% |
| All | +45.2% | +97.3% | -52.1% | -8.5% |
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