+363.8%
PSX vs PFGC
+110.5%
+253.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +2.8% | -2.4% | +5.3% | +3.4% |
| 30D | +27.8% | -15.8% | +43.5% | +32.7% |
| 3M | +42.0% | -0.6% | +42.6% | +41.5% |
| 6M | +58.1% | +10.7% | +47.4% | +52.5% |
| YTD | +105.0% | +7.6% | +97.4% | +97.7% |
| 1Y | +104.9% | -7.8% | +112.7% | +106.8% |
| 3Y | +134.1% | +63.7% | +70.3% | +100.2% |
| 5Y | +363.8% | +112.3% | +251.6% | +261.0% |
| All | +363.8% | +110.5% | +253.3% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling