+62.8%
PNR vs PFGC
+292.9%
-230.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -6.0% | -4.8% | -1.3% | -4.9% |
| 30D | -14.0% | -12.5% | -1.4% | -11.2% |
| 3M | -21.7% | -9.7% | -12.0% | -19.7% |
| 6M | -37.3% | +7.0% | -44.3% | -38.3% |
| YTD | -45.1% | +4.5% | -49.6% | -46.0% |
| 1Y | -49.1% | -11.6% | -37.5% | -47.9% |
| 3Y | -14.8% | +58.5% | -73.3% | -24.3% |
| 5Y | -21.0% | +112.6% | -133.6% | -35.0% |
| All | +62.8% | +292.9% | -230.1% | +27.4% |
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