+72.2%
SPY vs PFGC
+135.8%
-63.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.6% | +1.3% |
| 7D | +0.1% | +10.8% | -10.8% | -3.0% |
| 30D | -3.3% | +17.8% | -21.1% | -7.9% |
| 3M | -2.4% | -2.7% | +0.3% | -2.0% |
| 6M | +2.6% | +20.0% | -17.5% | -3.5% |
| YTD | +11.2% | +24.3% | -13.1% | +2.7% |
| 1Y | +13.4% | +13.2% | +0.2% | +7.7% |
| 3Y | +79.9% | +85.9% | -6.0% | +43.5% |
| 5Y | +72.2% | +141.0% | -68.9% | +23.9% |
| All | +72.2% | +135.8% | -63.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling