+163.9%
SO vs PFGC
+292.0%
-128.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.2% |
| 7D | +1.0% | -2.4% | +3.5% | +1.2% |
| 30D | -3.2% | -15.8% | +12.6% | -1.7% |
| 3M | -1.7% | -0.6% | -1.1% | -1.7% |
| 6M | -7.2% | +10.7% | -17.9% | -8.2% |
| YTD | +4.6% | +7.6% | -3.1% | +3.6% |
| 1Y | +1.2% | -7.8% | +9.0% | +1.6% |
| 3Y | +45.3% | +63.7% | -18.5% | +37.6% |
| 5Y | +58.7% | +112.3% | -53.5% | +45.1% |
| All | +163.9% | +292.0% | -128.1% | +148.6% |
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