+261.5%
RF vs PFGC
+360.0%
-98.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.7% |
| 7D | -0.1% | +10.8% | -11.0% | -4.4% |
| 30D | +7.0% | +17.8% | -10.8% | +0.1% |
| 3M | -7.0% | -2.7% | -4.3% | -6.7% |
| 6M | +6.8% | +20.0% | -13.3% | -1.5% |
| YTD | +9.9% | +24.3% | -14.4% | -1.1% |
| 1Y | +21.1% | +13.2% | +7.9% | +12.9% |
| 3Y | +119.6% | +85.9% | +33.7% | +68.0% |
| 5Y | +46.2% | +141.0% | -94.9% | -1.4% |
| 10Y | +261.5% | +370.6% | -109.1% | +105.8% |
| All | +261.5% | +360.0% | -98.4% | +105.8% |
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