+28.2%
POET vs PFGC
+292.9%
-264.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +0.4% | -4.8% | +5.1% | +1.7% |
| 30D | -10.4% | -12.5% | +2.2% | -7.0% |
| 3M | -29.3% | -9.7% | -19.6% | -27.8% |
| 6M | +6.9% | +7.0% | -0.2% | +4.4% |
| YTD | +25.6% | +4.5% | +21.1% | +23.4% |
| 1Y | +49.2% | -11.6% | +60.7% | +53.3% |
| 3Y | +128.4% | +58.5% | +70.0% | +100.1% |
| 5Y | -4.2% | +112.6% | -116.8% | -24.2% |
| All | +28.2% | +292.9% | -264.7% | -15.1% |
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