+272.5%
PM vs PFGC
+351.0%
-78.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +0.5% | +3.4% | -2.9% | 0.0% |
| 30D | -3.2% | +16.9% | -20.1% | -5.7% |
| 3M | +6.2% | +6.4% | -0.2% | +5.0% |
| 6M | +7.7% | +16.0% | -8.3% | +4.9% |
| YTD | +27.3% | +23.6% | +3.6% | +22.4% |
| 1Y | +32.8% | +16.6% | +16.2% | +28.9% |
| 3Y | +150.0% | +82.3% | +67.7% | +124.4% |
| 5Y | +164.2% | +138.7% | +25.5% | +124.0% |
| All | +272.5% | +351.0% | -78.5% | +186.1% |
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