-44.9%
S vs PFGC
+133.4%
-178.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +1.4% | +15.0% | -13.6% | -4.9% |
| 30D | -10.8% | +17.0% | -27.8% | -17.3% |
| 3M | +5.4% | -2.5% | +7.9% | +5.8% |
| 6M | +41.2% | +19.2% | +22.0% | +28.0% |
| YTD | +56.2% | +23.4% | +32.8% | +35.7% |
| 1Y | +36.3% | +13.9% | +22.4% | +23.9% |
| 3Y | +49.4% | +82.0% | -32.6% | +2.4% |
| 5Y | -66.9% | +128.7% | -195.5% | -81.1% |
| All | -44.9% | +133.4% | -178.3% | -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