+568.6%
SE vs PFGC
+238.5%
+330.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -3.6% | -3.7% | +0.1% | -2.7% |
| 30D | -5.3% | -16.0% | +10.7% | -1.2% |
| 3M | +28.1% | -4.1% | +32.2% | +29.3% |
| 6M | +20.7% | +8.7% | +11.9% | +18.0% |
| YTD | -14.8% | +6.4% | -21.1% | -16.5% |
| 1Y | -43.6% | -8.4% | -35.2% | -42.8% |
| 3Y | +184.2% | +61.8% | +122.5% | +150.4% |
| 5Y | -66.3% | +108.7% | -175.0% | -71.6% |
| All | +568.6% | +238.5% | +330.1% | +469.1% |
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