+67.9%
PPL vs PFGC
+351.0%
-283.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | +2.6% | +16.9% | -14.3% | 0.0% |
| 3M | +0.8% | +6.4% | -5.6% | -0.4% |
| 6M | +1.4% | +16.0% | -14.6% | -1.2% |
| YTD | +4.3% | +23.6% | -19.3% | +0.2% |
| 1Y | +0.8% | +16.6% | -15.9% | -2.4% |
| 3Y | +57.9% | +82.3% | -24.4% | +41.4% |
| 5Y | +48.3% | +138.7% | -90.4% | +25.2% |
| All | +67.9% | +351.0% | -283.1% | +37.3% |
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