+4,789.7%
SITM vs PFGC
+109.9%
+4,679.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +3.9% | -4.8% | +8.6% | +5.4% |
| 30D | -6.6% | -12.5% | +5.9% | -2.8% |
| 3M | -11.9% | -9.7% | -2.1% | -9.6% |
| 6M | +81.1% | +7.0% | +74.1% | +76.3% |
| YTD | +80.0% | +4.5% | +75.5% | +75.8% |
| 1Y | +145.8% | -11.6% | +157.4% | +151.6% |
| 3Y | +475.9% | +58.5% | +417.4% | +400.2% |
| 5Y | +189.2% | +112.6% | +76.6% | +136.6% |
| All | +4,789.7% | +109.9% | +4,679.8% | +5,883.9% |
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