+378.1%
PSX vs PFGC
+292.9%
+85.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | -4.8% | +6.5% | +3.2% |
| 30D | +15.6% | -12.5% | +28.2% | +20.4% |
| 3M | +46.5% | -9.7% | +56.2% | +50.6% |
| 6M | +55.0% | +7.0% | +48.0% | +49.8% |
| YTD | +105.3% | +4.5% | +100.8% | +98.4% |
| 1Y | +101.6% | -11.6% | +113.2% | +105.4% |
| 3Y | +134.1% | +58.5% | +75.6% | +95.8% |
| 5Y | +368.7% | +112.6% | +256.1% | +242.1% |
| All | +378.1% | +292.9% | +85.2% | +216.1% |
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