+24.1%
PPG vs PFGC
+292.9%
-268.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -6.2% | -4.8% | -1.5% | -5.1% |
| 30D | -7.9% | -12.5% | +4.6% | -4.8% |
| 3M | -10.2% | -9.7% | -0.5% | -8.0% |
| 6M | +2.7% | +7.0% | -4.4% | +0.9% |
| YTD | +4.9% | +4.5% | +0.4% | +3.3% |
| 1Y | -3.2% | -11.6% | +8.4% | -0.8% |
| 3Y | -17.0% | +58.5% | -75.5% | -26.7% |
| 5Y | -23.3% | +112.6% | -135.9% | -37.5% |
| All | +24.1% | +292.9% | -268.8% | -13.8% |
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