-44.7%
S vs PFGC
+135.0%
-179.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.0% | +4.1% | +6.3% |
| 7D | +1.6% | +10.8% | -9.3% | -3.3% |
| 30D | -10.5% | +17.8% | -28.3% | -17.3% |
| 3M | +9.9% | -2.7% | +12.6% | +10.4% |
| 6M | +41.8% | +20.0% | +21.7% | +28.1% |
| YTD | +56.8% | +24.3% | +32.5% | +35.8% |
| 1Y | +39.0% | +13.2% | +25.8% | +26.8% |
| 3Y | +53.8% | +85.9% | -32.1% | +4.2% |
| 5Y | -68.6% | +141.0% | -209.6% | -82.0% |
| All | -44.7% | +135.0% | -179.7% | -68.6% |
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