+194.9%
SO vs PFGC
+366.4%
-171.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.1% | +15.0% | -15.1% | -1.5% |
| 30D | +8.7% | +17.0% | -8.3% | +7.1% |
| 3M | +3.4% | -2.5% | +5.8% | +3.4% |
| 6M | +3.7% | +19.2% | -15.5% | +1.9% |
| YTD | +10.0% | +23.4% | -13.4% | +7.5% |
| 1Y | +6.6% | +13.9% | -7.3% | +4.9% |
| 3Y | +52.5% | +82.0% | -29.5% | +43.1% |
| 5Y | +76.1% | +128.7% | -52.6% | +60.0% |
| 10Y | +194.9% | +361.5% | -166.7% | +179.0% |
| All | +194.9% | +366.4% | -171.5% | +179.0% |
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