-77.0%
PLTD vs PFGC
+8.4%
-85.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +1.6% |
| 7D | +4.5% | -2.4% | +7.0% | +3.6% |
| 30D | -0.7% | -15.8% | +15.0% | -7.2% |
| 3M | -31.0% | -0.6% | -30.5% | -30.5% |
| 6M | -24.8% | +10.7% | -35.5% | -20.0% |
| YTD | -18.6% | +7.6% | -26.2% | -14.1% |
| 1Y | -31.8% | -7.8% | -24.0% | -36.9% |
| All | -77.0% | +8.4% | -85.4% | -69.7% |
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