-54.3%
S vs PFGC
+101.1%
-155.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -1.2% | -3.7% | +2.5% | +0.5% |
| 30D | -12.6% | -16.0% | +3.4% | -5.4% |
| 3M | +27.6% | -4.1% | +31.7% | +29.4% |
| 6M | +35.5% | +8.7% | +26.8% | +27.7% |
| YTD | +29.6% | +6.4% | +23.2% | +21.4% |
| 1Y | +8.1% | -8.4% | +16.5% | +9.8% |
| 3Y | +14.8% | +61.8% | -47.0% | -16.8% |
| 5Y | -70.6% | +108.7% | -179.3% | -81.6% |
| All | -54.3% | +101.1% | -155.3% | -71.9% |
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