+363.5%
SE vs PFGC
+293.5%
+69.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -0.5% | +3.4% | -3.9% | -1.3% |
| 30D | -20.9% | +16.9% | -37.9% | -24.1% |
| 3M | -38.9% | +6.4% | -45.3% | -40.0% |
| 6M | -19.4% | +16.0% | -35.4% | -22.7% |
| YTD | -40.9% | +23.6% | -64.6% | -44.4% |
| 1Y | -46.2% | +16.6% | -62.8% | -48.7% |
| 3Y | +63.7% | +82.3% | -18.6% | +39.7% |
| 5Y | -77.9% | +138.7% | -216.6% | -82.0% |
| All | +363.5% | +293.5% | +69.9% | +279.2% |
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 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