+250.9%
PM vs PFGC
+366.4%
-115.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.6% | +15.0% | -21.6% | -8.8% |
| 30D | -3.4% | +17.0% | -20.4% | -5.9% |
| 3M | +5.3% | -2.5% | +7.8% | +5.5% |
| 6M | +15.5% | +19.2% | -3.7% | +12.1% |
| YTD | +24.3% | +23.4% | +0.8% | +19.5% |
| 1Y | +29.7% | +13.9% | +15.8% | +26.3% |
| 3Y | +144.9% | +82.0% | +62.9% | +119.9% |
| 5Y | +159.0% | +128.7% | +30.3% | +121.0% |
| 10Y | +250.9% | +361.5% | -110.6% | +169.4% |
| All | +250.9% | +366.4% | -115.5% | +169.4% |
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