+422.1%
PWR vs PFGC
+129.0%
+293.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +19.1% | +0.3% | +18.8% | +19.0% |
| 30D | -12.0% | +16.1% | -28.1% | -16.5% |
| 3M | -10.6% | +2.4% | -13.0% | -11.7% |
| 6M | -20.8% | +15.7% | -36.5% | -25.8% |
| YTD | +43.7% | +22.3% | +21.4% | +31.3% |
| 1Y | +35.0% | +13.9% | +21.1% | +26.4% |
| 3Y | +249.4% | +80.3% | +169.1% | +169.7% |
| 5Y | +422.1% | +136.1% | +286.0% | +253.4% |
| All | +422.1% | +129.0% | +293.1% | +253.4% |
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 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