+451.9%
PWR vs PFGC
+111.7%
+340.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +2.7% | -3.7% | +6.4% | +3.9% |
| 30D | -5.1% | -16.0% | +10.8% | 0.0% |
| 3M | -9.4% | -4.1% | -5.2% | -9.1% |
| 6M | +10.4% | +8.7% | +1.7% | +5.7% |
| YTD | +48.6% | +6.4% | +42.3% | +42.8% |
| 1Y | +68.0% | -8.4% | +76.4% | +69.5% |
| 3Y | +204.7% | +61.8% | +143.0% | +146.6% |
| 5Y | +451.9% | +108.7% | +343.2% | +294.5% |
| All | +451.9% | +111.7% | +340.3% | +294.5% |
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 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