+357.1%
PSX vs PFGC
+363.4%
-6.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | -8.1% | +17.4% | -25.5% | -13.1% |
| 3M | +15.9% | -2.4% | +18.3% | +15.7% |
| 6M | +49.4% | +18.2% | +31.2% | +39.8% |
| YTD | +104.7% | +23.7% | +81.0% | +86.4% |
| 1Y | +89.1% | +15.0% | +74.1% | +76.3% |
| 3Y | +151.7% | +82.3% | +69.4% | +100.2% |
| 5Y | +298.3% | +131.9% | +166.4% | +181.8% |
| 10Y | +357.1% | +353.0% | +4.1% | +186.3% |
| All | +357.1% | +363.4% | -6.3% | +186.3% |
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