+367.1%
RF vs PFGC
+477.3%
-110.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -1.6% | +12.5% | -14.1% | -6.2% |
| 30D | +5.0% | +17.0% | -11.9% | -1.3% |
| 3M | -10.0% | -2.1% | -7.9% | -9.9% |
| 6M | +3.3% | +25.9% | -22.6% | -6.1% |
| YTD | +7.9% | +22.0% | -14.0% | -1.8% |
| 1Y | +21.2% | +14.8% | +6.4% | +12.7% |
| 3Y | +105.8% | +80.8% | +25.0% | +60.8% |
| 5Y | +43.7% | +126.0% | -82.2% | +0.9% |
| 10Y | +289.4% | +363.8% | -74.3% | +119.8% |
| All | +367.1% | +477.3% | -110.1% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling