+129.9%
PSA vs PFGC
+351.0%
-221.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -1.4% | +3.4% | -4.9% | -1.9% |
| 30D | +15.2% | +16.9% | -1.7% | +12.8% |
| 3M | +2.2% | +6.4% | -4.2% | +1.3% |
| 6M | +11.7% | +16.0% | -4.3% | +9.4% |
| YTD | +32.0% | +23.6% | +8.4% | +28.0% |
| 1Y | +26.3% | +16.6% | +9.7% | +23.3% |
| 3Y | +52.4% | +82.3% | -29.9% | +40.6% |
| 5Y | +26.3% | +138.7% | -112.4% | +12.0% |
| All | +129.9% | +351.0% | -221.1% | +87.4% |
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