+99.2%
PSA vs PFGC
+294.6%
-195.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.6% | -4.8% | +1.2% | -3.0% |
| 30D | -9.4% | -17.2% | +7.8% | -7.2% |
| 3M | -8.2% | -6.3% | -1.8% | -7.5% |
| 6M | -1.8% | +8.8% | -10.7% | -2.9% |
| YTD | +15.7% | +4.9% | +10.8% | +14.8% |
| 1Y | +6.3% | -9.5% | +15.8% | +7.3% |
| 3Y | +21.6% | +59.6% | -38.0% | +14.2% |
| 5Y | +13.5% | +113.5% | -100.1% | +2.1% |
| All | +99.2% | +294.6% | -195.4% | +63.5% |
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