+65.2%
PR vs PFGC
+347.9%
-282.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.9% |
| 7D | -16.4% | +8.5% | -24.9% | -20.8% |
| 30D | -1.9% | +15.0% | -16.9% | -10.0% |
| 3M | +8.0% | -6.2% | +14.1% | +9.4% |
| 6M | +4.1% | +15.7% | -11.6% | -6.3% |
| YTD | +58.7% | +19.6% | +39.1% | +37.1% |
| 1Y | +75.8% | +13.2% | +62.6% | +56.2% |
| 3Y | +73.2% | +77.0% | -3.8% | +18.6% |
| 5Y | +230.1% | +121.5% | +108.7% | +89.7% |
| All | +65.2% | +347.9% | -282.7% | -31.1% |
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