+26.8%
PL vs PFGC
+89.8%
-63.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.0% | +12.4% | +11.3% |
| 7D | -6.8% | +8.5% | -15.4% | -11.5% |
| 30D | -29.3% | +15.0% | -44.3% | -35.0% |
| 3M | -44.8% | -6.2% | -38.6% | -43.8% |
| 6M | -68.4% | +15.7% | -84.1% | -71.6% |
| YTD | -36.4% | +19.6% | -55.9% | -44.2% |
| 1Y | +0.7% | +13.2% | -12.5% | -9.2% |
| 3Y | +455.3% | +77.0% | +378.4% | +301.9% |
| 5Y | +22.7% | +121.5% | -98.8% | -21.8% |
| All | +26.8% | +89.8% | -63.0% | -18.8% |
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